+1,049.8%
MDB vs ROL
+89.8%
+960.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | -17.4% | -1.4% | -16.0% | -16.7% |
| 30D | -2.0% | -4.1% | +2.1% | +0.1% |
| 3M | -3.0% | -22.5% | +19.5% | +10.3% |
| 6M | +48.7% | -37.7% | +86.3% | +89.4% |
| YTD | -12.1% | -39.6% | +27.4% | +13.4% |
| 1Y | +14.5% | -36.0% | +50.5% | +41.6% |
| 3Y | -6.1% | -5.1% | -1.0% | -11.6% |
| 5Y | -27.3% | -3.4% | -24.0% | -34.5% |
| All | +1,049.8% | +89.8% | +960.0% | +557.0% |
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