+64.9%
MDT vs MDB
+924.6%
-859.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -3.2% | +3.0% | -6.2% | -3.4% |
| 30D | +10.5% | -11.3% | +21.9% | +11.2% |
| 3M | +13.0% | -23.0% | +36.0% | +14.3% |
| 6M | +38.7% | +14.8% | +23.9% | +35.7% |
| YTD | +8.5% | -19.4% | +27.9% | +8.2% |
| 1Y | +10.0% | -9.0% | +19.0% | +8.5% |
| 3Y | +58.6% | -10.3% | +68.9% | +52.0% |
| 5Y | -0.3% | -38.4% | +38.1% | -5.9% |
| All | +64.9% | +924.6% | -859.7% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling