+7.6%
MDB vs ROIV
+248.8%
-241.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -6.2% |
| 7D | -20.9% | -2.4% | -18.5% | -20.4% |
| 30D | -15.6% | +3.1% | -18.6% | -16.2% |
| 3M | -19.1% | +5.8% | -24.9% | -21.1% |
| 6M | +14.2% | +29.3% | -15.1% | +4.7% |
| YTD | -27.4% | +68.8% | -96.2% | -38.5% |
| 1Y | -13.0% | +81.0% | -94.1% | -27.9% |
| 3Y | -11.2% | +294.6% | -305.8% | -40.4% |
| 5Y | -45.2% | +373.1% | -418.3% | -71.1% |
| All | +7.6% | +248.8% | -241.1% | -34.1% |
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 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