+1,010.1%
MDB vs Z
-21.0%
+1,031.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +3.0% | -0.8% |
| 7D | -18.0% | -3.3% | -14.8% | -17.1% |
| 30D | -10.7% | -3.7% | -7.0% | -9.6% |
| 3M | +1.0% | -7.0% | +8.0% | +3.2% |
| 6M | +31.6% | -29.5% | +61.1% | +49.7% |
| YTD | -15.2% | -52.6% | +37.4% | +12.2% |
| 1Y | +10.1% | -64.0% | +74.1% | +60.4% |
| 3Y | -5.6% | -36.4% | +30.8% | +2.5% |
| 5Y | -24.5% | -65.8% | +41.2% | -4.6% |
| All | +1,010.1% | -21.0% | +1,031.1% | +907.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded Z 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling