-10.1%
MDB vs ROL
+3.2%
-13.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.7% |
| 7D | +11.6% | -1.7% | +13.2% | +11.8% |
| 30D | -8.9% | +18.5% | -27.5% | -11.4% |
| 3M | -22.4% | +4.3% | -26.7% | -22.6% |
| 6M | +10.1% | -27.7% | +37.8% | +18.6% |
| YTD | -19.0% | -35.8% | +16.7% | -10.1% |
| 1Y | -7.0% | -34.1% | +27.1% | +2.3% |
| All | -10.1% | +3.2% | -13.3% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling