+10.1%
MDB vs ROL
-37.3%
+47.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -3.4% |
| 7D | -18.0% | -3.4% | -14.6% | -17.9% |
| 30D | -10.7% | -6.9% | -3.8% | -10.5% |
| 3M | +1.0% | -24.6% | +25.6% | +1.4% |
| 6M | +31.6% | -39.5% | +71.2% | +35.1% |
| YTD | -15.2% | -41.1% | +25.9% | -11.4% |
| 1Y | +10.1% | -37.9% | +48.1% | +13.7% |
| All | +10.1% | -37.3% | +47.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling