+1,017.5%
MDB vs ROST
+288.2%
+729.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +1.4% |
| 7D | -4.5% | -2.2% | -2.3% | -3.6% |
| 30D | -14.0% | -11.4% | -2.6% | -9.6% |
| 3M | +5.3% | -1.6% | +7.0% | +5.3% |
| 6M | +31.9% | +6.8% | +25.1% | +25.8% |
| YTD | -14.6% | +25.8% | -40.4% | -24.6% |
| 1Y | +8.2% | +52.4% | -44.2% | -13.0% |
| 3Y | -5.0% | +94.4% | -99.4% | -31.9% |
| 5Y | -24.5% | +108.2% | -132.8% | -49.1% |
| All | +1,017.5% | +288.2% | +729.3% | +536.4% |
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