+39.3%
MMM vs MDB
+906.0%
-866.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +7.0% | -1.0% | +8.0% | +7.0% |
| 30D | +18.4% | -14.0% | +32.4% | +19.3% |
| 3M | +4.5% | -20.3% | +24.8% | +5.4% |
| 6M | +33.4% | +10.9% | +22.6% | +31.0% |
| YTD | +20.0% | -20.9% | +40.8% | +19.9% |
| 1Y | +15.0% | -11.2% | +26.2% | +13.8% |
| 3Y | +165.0% | -11.9% | +176.9% | +154.6% |
| 5Y | +47.9% | -40.2% | +88.1% | +39.6% |
| All | +39.3% | +906.0% | -866.7% | -1.1% |
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