+942.1%
MDB vs ROST
+299.2%
+642.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.6% |
| 7D | +6.8% | +0.3% | +6.6% | +6.7% |
| 30D | -6.2% | +0.5% | -6.7% | -6.6% |
| 3M | -29.2% | -5.2% | -24.0% | -28.0% |
| 6M | +10.3% | +9.8% | +0.5% | +3.7% |
| YTD | -20.4% | +29.4% | -49.8% | -30.8% |
| 1Y | -4.8% | +44.4% | -49.2% | -21.7% |
| 3Y | -11.6% | +95.0% | -106.6% | -37.0% |
| 5Y | -41.0% | +111.9% | -152.9% | -60.7% |
| All | +942.1% | +299.2% | +642.9% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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