-24.7%
MDB vs ROP
-13.6%
-11.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -0.6% |
| 7D | -17.4% | -4.4% | -13.0% | -13.6% |
| 30D | -2.0% | +3.2% | -5.3% | -4.8% |
| 3M | -3.0% | +23.1% | -26.1% | -22.4% |
| 6M | +48.7% | +13.3% | +35.4% | +30.4% |
| YTD | -12.1% | -7.9% | -4.3% | -5.7% |
| 1Y | +14.5% | -22.1% | +36.6% | +46.0% |
| 3Y | -6.1% | -16.8% | +10.7% | +8.1% |
| All | -24.7% | -13.6% | -11.1% | -21.1% |
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