+154.7%
MO vs MDB
-38.6%
+193.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +0.4% | +11.6% | -11.1% | +0.7% |
| 30D | +8.9% | -8.9% | +17.8% | +8.7% |
| 3M | +23.0% | -22.4% | +45.4% | +22.5% |
| 6M | +15.0% | +10.1% | +4.9% | +15.4% |
| YTD | +41.7% | -19.0% | +60.7% | +42.1% |
| 1Y | +43.3% | -7.0% | +50.3% | +43.9% |
| 3Y | +143.2% | -9.8% | +153.0% | +145.4% |
| 5Y | +154.7% | -40.1% | +194.8% | +149.3% |
| All | +154.7% | -38.6% | +193.3% | +149.3% |
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