+920.8%
MDB vs ROL
+105.1%
+815.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.6% | +3.6% |
| 7D | -0.9% | +7.5% | -8.4% | -4.6% |
| 30D | -15.2% | +21.1% | -36.3% | -23.7% |
| 3M | -17.9% | +3.1% | -21.1% | -20.1% |
| 6M | +9.3% | -27.4% | +36.8% | +27.5% |
| YTD | -22.0% | -34.7% | +12.7% | -4.2% |
| 1Y | -9.3% | -32.9% | +23.6% | +9.4% |
| 3Y | -10.4% | +6.1% | -16.5% | -21.0% |
| 5Y | -43.2% | +16.3% | -59.6% | -54.3% |
| All | +920.8% | +105.1% | +815.7% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling