+935.2%
MDB vs ROK
+153.2%
+782.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.3% |
| 7D | -1.0% | -11.0% | +10.0% | +5.2% |
| 30D | -14.0% | -8.2% | -5.8% | -9.9% |
| 3M | -20.3% | -8.5% | -11.9% | -16.7% |
| 6M | +10.9% | -12.0% | +22.8% | +16.5% |
| YTD | -20.9% | +3.1% | -24.0% | -24.7% |
| 1Y | -11.2% | +2.9% | -14.1% | -15.5% |
| 3Y | -11.9% | +60.7% | -72.6% | -37.7% |
| 5Y | -40.2% | +29.5% | -69.7% | -53.2% |
| All | +935.2% | +153.2% | +782.0% | +440.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling