+19.9%
MDT vs MDB
-8.5%
+28.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +6.1% |
| 7D | +10.7% | -16.5% | +27.3% | +10.7% |
| 30D | +19.3% | -8.6% | +27.9% | +19.2% |
| 3M | +22.8% | -13.6% | +36.4% | +22.5% |
| 6M | +36.4% | +24.1% | +12.3% | +35.5% |
| YTD | +12.1% | -21.8% | +33.8% | +11.1% |
| 1Y | +19.9% | -7.7% | +27.6% | +20.3% |
| All | +19.9% | -8.5% | +28.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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