-20.1%
MDT vs MDB
-26.9%
+6.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.7% |
| 7D | +0.4% | -18.0% | +18.4% | +1.3% |
| 30D | +6.0% | -10.7% | +16.7% | +6.5% |
| 3M | +15.5% | +1.0% | +14.6% | +15.1% |
| 6M | +3.4% | +31.6% | -28.2% | +1.2% |
| YTD | -2.2% | -15.2% | +13.0% | -2.2% |
| 1Y | +2.6% | +10.1% | -7.5% | +0.8% |
| 3Y | +27.5% | -5.6% | +33.2% | +23.3% |
| 5Y | -20.1% | -24.5% | +4.5% | -25.5% |
| All | -20.1% | -26.9% | +6.8% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling