-5.6%
MDB vs ROST
+97.9%
-103.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | -18.0% | +0.2% | -18.2% | -18.1% |
| 30D | -10.7% | -10.0% | -0.8% | -7.0% |
| 3M | +1.0% | +1.2% | -0.2% | -0.3% |
| 6M | +31.6% | +8.9% | +22.7% | +23.1% |
| YTD | -15.2% | +28.1% | -43.2% | -28.1% |
| 1Y | +10.1% | +53.0% | -42.8% | -17.3% |
| 3Y | -5.6% | +97.9% | -103.5% | -42.0% |
| All | -5.6% | +97.9% | -103.5% | -42.0% |
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 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