+1,010.1%
MDB vs ROP
+67.1%
+943.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -1.1% |
| 7D | -18.0% | -5.4% | -12.6% | -14.0% |
| 30D | -10.7% | -1.6% | -9.1% | -9.3% |
| 3M | +1.0% | +18.8% | -17.9% | -13.5% |
| 6M | +31.6% | +8.2% | +23.4% | +22.9% |
| YTD | -15.2% | -10.5% | -4.7% | -8.2% |
| 1Y | +10.1% | -23.7% | +33.9% | +35.3% |
| 3Y | -5.6% | -17.9% | +12.2% | +9.2% |
| 5Y | -24.5% | -15.3% | -9.2% | -13.8% |
| All | +1,010.1% | +67.1% | +943.0% | +789.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling