-38.4%
MDB vs ROL
+14.4%
-52.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.0% | +0.8% | +2.2% | +2.6% |
| 30D | -11.3% | +20.6% | -31.9% | -17.8% |
| 3M | -23.0% | +4.5% | -27.5% | -24.6% |
| 6M | +14.8% | -26.5% | +41.3% | +29.9% |
| YTD | -19.4% | -34.8% | +15.4% | -4.1% |
| 1Y | -9.0% | -33.2% | +24.2% | +6.8% |
| 3Y | -10.3% | +4.5% | -14.7% | -21.1% |
| 5Y | -38.4% | +15.5% | -53.9% | -51.4% |
| All | -38.4% | +14.4% | -52.8% | -51.4% |
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 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