-24.7%
MDB vs ROL
-3.8%
-20.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | -17.4% | -1.4% | -16.0% | -16.9% |
| 30D | -2.0% | -4.1% | +2.1% | -0.4% |
| 3M | -3.0% | -22.5% | +19.5% | +7.2% |
| 6M | +48.7% | -37.7% | +86.3% | +80.2% |
| YTD | -12.1% | -39.6% | +27.4% | +7.6% |
| 1Y | +14.5% | -36.0% | +50.5% | +35.4% |
| 3Y | -6.1% | -5.1% | -1.0% | -13.0% |
| All | -24.7% | -3.8% | -20.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling