-43.2%
MDB vs ROK
+25.9%
-69.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.1% | +2.2% |
| 7D | -0.9% | -11.5% | +10.6% | +7.1% |
| 30D | -15.2% | -10.0% | -5.2% | -9.2% |
| 3M | -17.9% | -11.4% | -6.5% | -11.5% |
| 6M | +9.3% | -13.7% | +23.0% | +17.2% |
| YTD | -22.0% | +1.0% | -23.0% | -26.6% |
| 1Y | -9.3% | +5.6% | -15.0% | -17.7% |
| 3Y | -10.4% | +59.1% | -69.5% | -46.7% |
| 5Y | -43.2% | +26.1% | -69.4% | -54.7% |
| All | -43.2% | +25.9% | -69.1% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling