-7.7%
MDB vs XRT
+18.0%
-25.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.3% |
| 7D | -16.5% | +8.0% | -24.6% | -18.3% |
| 30D | -8.6% | +13.0% | -21.6% | -12.2% |
| 3M | -13.6% | +1.7% | -15.3% | -13.5% |
| 6M | +24.1% | +12.6% | +11.5% | +19.4% |
| YTD | -21.8% | +10.7% | -32.4% | -23.4% |
| 1Y | -7.7% | +18.4% | -26.1% | -7.5% |
| All | -7.7% | +18.0% | -25.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling