-11.9%
MDB vs ROL
+5.4%
-17.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | -1.0% | +3.4% | -4.4% | -1.5% |
| 30D | -14.0% | +20.8% | -34.7% | -16.6% |
| 3M | -20.3% | +3.7% | -24.1% | -20.4% |
| 6M | +10.9% | -27.7% | +38.5% | +19.6% |
| YTD | -20.9% | -34.9% | +14.0% | -12.3% |
| 1Y | -11.2% | -33.3% | +22.1% | -2.4% |
| 3Y | -11.9% | +4.3% | -16.2% | -18.6% |
| All | -11.9% | +5.4% | -17.3% | -18.6% |
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