-43.2%
MP vs MDB
-8.6%
-34.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.8% |
| 7D | -3.6% | -1.0% | -2.6% | -3.3% |
| 30D | -21.0% | -14.0% | -7.0% | -18.2% |
| 3M | -33.3% | -20.3% | -13.0% | -30.5% |
| 6M | -45.9% | +10.9% | -56.8% | -48.0% |
| YTD | -27.8% | -20.9% | -6.9% | -26.2% |
| 1Y | -43.2% | -11.2% | -32.0% | -44.3% |
| All | -43.2% | -8.6% | -34.6% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling