-38.4%
MDB vs ROIV
+421.8%
-460.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | +3.0% | +9.5% | -6.5% | +0.5% |
| 30D | -11.3% | +21.0% | -32.3% | -15.7% |
| 3M | -23.0% | +18.7% | -41.7% | -27.4% |
| 6M | +14.8% | +44.5% | -29.8% | +1.2% |
| YTD | -19.4% | +92.9% | -112.3% | -35.5% |
| 1Y | -9.0% | +100.2% | -109.2% | -28.2% |
| 3Y | -10.3% | +375.0% | -385.3% | -45.6% |
| 5Y | -38.4% | +435.2% | -473.5% | -72.7% |
| All | -38.4% | +421.8% | -460.2% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling