+30.3%
MDB vs ROIV
+232.7%
-202.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.5% |
| 7D | -17.4% | +0.6% | -18.1% | -17.6% |
| 30D | -2.0% | +1.0% | -3.0% | -2.4% |
| 3M | -3.0% | +18.3% | -21.3% | -7.5% |
| 6M | +48.7% | +18.3% | +30.4% | +40.7% |
| YTD | -12.1% | +61.0% | -73.1% | -24.0% |
| 1Y | +14.5% | +177.9% | -163.4% | -15.1% |
| 3Y | -6.1% | +199.1% | -205.2% | -33.3% |
| 5Y | -27.3% | +250.7% | -278.0% | -57.0% |
| All | +30.3% | +232.7% | -202.4% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling