+254.1%
MP vs MDB
+50.4%
+203.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.2% |
| 7D | -10.5% | -11.4% | +0.9% | -7.4% |
| 30D | -23.5% | -13.8% | -9.7% | -20.5% |
| 3M | -25.4% | -15.5% | -10.0% | -23.1% |
| 6M | -51.3% | +17.9% | -69.2% | -55.0% |
| YTD | -29.9% | -25.5% | -4.4% | -27.7% |
| 1Y | -31.8% | -12.1% | -19.8% | -33.2% |
| 3Y | +127.0% | -5.9% | +132.9% | +96.4% |
| 5Y | -3.3% | -43.7% | +40.4% | -11.8% |
| All | +254.1% | +50.4% | +203.7% | +174.6% |
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