-11.6%
MDB vs ROIV
+357.5%
-369.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.3% |
| 7D | +6.8% | +1.7% | +5.2% | +6.3% |
| 30D | -6.2% | +17.6% | -23.8% | -10.5% |
| 3M | -29.2% | +9.0% | -38.2% | -31.9% |
| 6M | +10.3% | +35.3% | -25.0% | -3.4% |
| YTD | -20.4% | +82.2% | -102.5% | -40.1% |
| 1Y | -4.8% | +92.3% | -97.1% | -30.9% |
| 3Y | -11.6% | +336.8% | -348.4% | -60.1% |
| All | -11.6% | +357.5% | -369.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling