+45.3%
MO vs MDB
-8.5%
+53.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.2% |
| 7D | +6.9% | -16.5% | +23.4% | +5.5% |
| 30D | +14.9% | -8.6% | +23.5% | +14.3% |
| 3M | +16.4% | -13.6% | +30.0% | +15.9% |
| 6M | +9.6% | +24.1% | -14.5% | +12.2% |
| YTD | +41.8% | -21.8% | +63.6% | +43.8% |
| 1Y | +45.3% | -7.7% | +53.0% | +48.2% |
| All | +45.3% | -8.5% | +53.8% | +48.2% |
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