-45.2%
MDB vs RF
+42.4%
-87.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.1% | -6.1% |
| 7D | -20.9% | -1.6% | -19.2% | -20.2% |
| 30D | -15.6% | +5.0% | -20.6% | -17.8% |
| 3M | -19.1% | -10.0% | -9.1% | -14.6% |
| 6M | +14.2% | +3.3% | +10.9% | +11.1% |
| YTD | -27.4% | +7.9% | -35.4% | -31.7% |
| 1Y | -13.0% | +21.2% | -34.3% | -23.7% |
| 3Y | -11.2% | +105.8% | -117.0% | -44.7% |
| 5Y | -45.2% | +43.7% | -88.9% | -57.9% |
| All | -45.2% | +42.4% | -87.6% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling