+153.3%
MP vs MDB
-5.3%
+158.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.2% |
| 7D | -2.9% | -17.4% | +14.6% | +0.6% |
| 30D | +13.8% | -2.0% | +15.8% | +13.7% |
| 3M | -16.7% | -3.0% | -13.7% | -16.8% |
| 6M | -11.5% | +48.7% | -60.2% | -19.6% |
| YTD | +7.9% | -12.1% | +20.1% | +7.7% |
| 1Y | -15.0% | +14.5% | -29.5% | -19.9% |
| All | +153.3% | -5.3% | +158.6% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling