+1,049.8%
MDB vs RF
+191.1%
+858.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | +1.3% | -18.8% | -17.9% |
| 30D | -2.0% | -3.6% | +1.6% | -1.0% |
| 3M | -3.0% | +8.1% | -11.1% | -5.7% |
| 6M | +48.7% | +11.5% | +37.2% | +42.6% |
| YTD | -12.1% | +15.6% | -27.7% | -16.8% |
| 1Y | +14.5% | +15.7% | -1.2% | +8.1% |
| 3Y | -6.1% | +86.9% | -93.0% | -24.5% |
| 5Y | -27.3% | +89.8% | -117.1% | -41.2% |
| All | +1,049.8% | +191.1% | +858.7% | +702.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling