+100.1%
MO vs MDB
+978.8%
-878.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.4% | -1.0% |
| 7D | -2.0% | -18.0% | +16.0% | -2.0% |
| 30D | -0.3% | -10.7% | +10.5% | -0.3% |
| 3M | -2.9% | +1.0% | -3.9% | -3.0% |
| 6M | +5.8% | +31.6% | -25.9% | +5.7% |
| YTD | +22.0% | -15.2% | +37.2% | +22.2% |
| 1Y | +10.7% | +10.1% | +0.6% | +10.6% |
| 3Y | +94.4% | -5.6% | +100.0% | +94.1% |
| 5Y | +97.2% | -24.5% | +121.7% | +95.6% |
| All | +100.1% | +978.8% | -878.7% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling