+954.3%
MDB vs XRT
+162.6%
+791.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +3.0% | -1.4% | +4.4% | +4.2% |
| 30D | -11.3% | +9.8% | -21.1% | -18.3% |
| 3M | -23.0% | +3.3% | -26.3% | -25.7% |
| 6M | +14.8% | +13.6% | +1.2% | +1.9% |
| YTD | -19.4% | +9.1% | -28.5% | -26.1% |
| 1Y | -9.0% | +15.1% | -24.0% | -20.4% |
| 3Y | -10.3% | +59.9% | -70.2% | -40.5% |
| 5Y | -38.4% | -1.7% | -36.6% | -42.3% |
| All | +954.3% | +162.6% | +791.7% | +415.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling