+143.3%
MO vs MDB
-9.7%
+153.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +0.4% | +11.6% | -11.1% | +1.0% |
| 30D | +8.9% | -8.9% | +17.8% | +8.6% |
| 3M | +23.0% | -22.4% | +45.4% | +22.0% |
| 6M | +15.0% | +10.1% | +4.9% | +16.0% |
| YTD | +41.7% | -19.0% | +60.7% | +42.4% |
| 1Y | +43.3% | -7.0% | +50.3% | +44.8% |
| All | +143.3% | -9.7% | +153.0% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling