-5.9%
MDB vs ROST
+95.7%
-101.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.3% |
| 7D | -11.4% | +1.2% | -12.6% | -11.8% |
| 30D | -13.8% | +2.5% | -16.3% | -14.8% |
| 3M | -15.5% | -9.0% | -6.5% | -12.8% |
| 6M | +17.9% | +1.3% | +16.6% | +15.2% |
| YTD | -25.5% | +29.1% | -54.5% | -36.8% |
| 1Y | -12.1% | +45.4% | -57.5% | -30.9% |
| 3Y | -5.9% | +94.9% | -100.7% | -36.7% |
| All | -5.9% | +95.7% | -101.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling