-6.4%
MDB vs XRT
+41.8%
-48.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.8% |
| 7D | -17.4% | +0.8% | -18.2% | -18.0% |
| 30D | -2.0% | -4.2% | +2.2% | +1.1% |
| 3M | -3.0% | +5.1% | -8.1% | -7.2% |
| 6M | +48.7% | +2.4% | +46.3% | +44.4% |
| YTD | -12.1% | +3.2% | -15.3% | -15.0% |
| 1Y | +14.5% | +1.5% | +13.0% | +11.7% |
| All | -6.4% | +41.8% | -48.2% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling