+38.8%
MMM vs MDB
+892.0%
-853.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.8% | +1.6% |
| 7D | +5.8% | -0.9% | +6.7% | +5.8% |
| 30D | +17.9% | -15.2% | +33.1% | +19.0% |
| 3M | +3.6% | -17.9% | +21.5% | +4.3% |
| 6M | +32.9% | +9.3% | +23.6% | +30.6% |
| YTD | +19.5% | -22.0% | +41.5% | +19.5% |
| 1Y | +16.5% | -9.3% | +25.9% | +15.1% |
| 3Y | +167.2% | -10.4% | +177.5% | +156.3% |
| 5Y | +48.2% | -43.2% | +91.5% | +40.3% |
| All | +38.8% | +892.0% | -853.2% | -1.4% |
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