+1,049.8%
MDB vs ROST
+296.7%
+753.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -17.4% | +0.9% | -18.4% | -17.8% |
| 30D | -2.0% | -8.9% | +6.9% | +1.7% |
| 3M | -3.0% | -0.8% | -2.2% | -3.3% |
| 6M | +48.7% | +8.5% | +40.2% | +40.9% |
| YTD | -12.1% | +28.6% | -40.7% | -23.2% |
| 1Y | +14.5% | +52.3% | -37.8% | -7.9% |
| 3Y | -6.1% | +94.8% | -101.0% | -32.7% |
| 5Y | -27.3% | +110.8% | -138.1% | -51.3% |
| All | +1,049.8% | +296.7% | +753.1% | +548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling