+98.3%
MO vs MDB
-24.8%
+123.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | -1.1% |
| 7D | -2.0% | -18.0% | +16.0% | -2.4% |
| 30D | -0.3% | -10.7% | +10.5% | -0.4% |
| 3M | -2.9% | +1.0% | -3.9% | -2.8% |
| 6M | +5.8% | +31.6% | -25.9% | +6.5% |
| YTD | +22.0% | -15.2% | +37.2% | +22.3% |
| 1Y | +10.7% | +10.1% | +0.6% | +11.3% |
| 3Y | +94.4% | -5.6% | +100.0% | +96.2% |
| All | +98.3% | -24.8% | +123.1% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling