+0.9%
MDT vs MDB
+10.8%
-9.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.3% | -4.5% | +4.2% | -0.3% |
| 30D | +2.8% | -14.0% | +16.8% | +2.8% |
| 3M | +13.1% | +5.3% | +7.8% | +13.0% |
| 6M | +2.3% | +31.9% | -29.5% | +2.2% |
| YTD | -2.7% | -14.6% | +11.9% | -3.7% |
| 1Y | +0.9% | +8.2% | -7.4% | +2.2% |
| All | +0.9% | +10.8% | -9.9% | +2.2% |
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