+132.4%
MO vs MDB
+929.6%
-797.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +0.4% | +11.6% | -11.1% | +0.5% |
| 30D | +8.9% | -8.9% | +17.8% | +8.9% |
| 3M | +23.0% | -22.4% | +45.4% | +22.9% |
| 6M | +15.0% | +10.1% | +4.9% | +14.9% |
| YTD | +41.7% | -19.0% | +60.7% | +41.8% |
| 1Y | +43.3% | -7.0% | +50.3% | +43.3% |
| 3Y | +143.2% | -9.8% | +153.0% | +142.9% |
| 5Y | +154.7% | -40.1% | +194.8% | +154.3% |
| All | +132.4% | +929.6% | -797.3% | +111.7% |
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