-45.2%
MDB vs ROP
+1.4%
-46.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +5.2% |
| 7D | -11.4% | +2.1% | -13.5% | -13.5% |
| 30D | -13.8% | +32.9% | -46.7% | -35.6% |
| 3M | -15.5% | +20.3% | -35.8% | -30.3% |
| 6M | +17.9% | +36.8% | -18.8% | -15.5% |
| YTD | -25.5% | +8.1% | -33.6% | -32.5% |
| 1Y | -12.1% | +8.3% | -20.3% | -20.7% |
| 3Y | -5.9% | -3.2% | -2.6% | -7.8% |
| All | -45.2% | +1.4% | -46.6% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling