+942.1%
MDB vs Z
-27.2%
+969.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.0% |
| 7D | +6.8% | +0.8% | +6.0% | +6.3% |
| 30D | -6.2% | +5.2% | -11.4% | -9.6% |
| 3M | -29.2% | -17.0% | -12.2% | -25.5% |
| 6M | +10.3% | -22.7% | +33.0% | +19.2% |
| YTD | -20.4% | -56.3% | +35.9% | +6.8% |
| 1Y | -4.8% | -57.7% | +52.8% | +28.3% |
| 3Y | -11.6% | -16.5% | +5.0% | -16.0% |
| 5Y | -41.0% | -53.4% | +12.4% | -31.5% |
| All | +942.1% | -27.2% | +969.3% | +858.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling