-15.1%
MP vs MDB
-44.1%
+29.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.2% |
| 7D | -10.5% | -11.4% | +0.9% | -7.5% |
| 30D | -23.5% | -13.8% | -9.7% | -20.6% |
| 3M | -25.4% | -15.5% | -10.0% | -23.1% |
| 6M | -51.3% | +17.9% | -69.2% | -54.9% |
| YTD | -29.9% | -25.5% | -4.4% | -27.7% |
| 1Y | -31.8% | -12.1% | -19.8% | -33.1% |
| 3Y | +127.0% | -5.9% | +132.9% | +97.2% |
| All | -15.1% | -44.1% | +29.0% | -18.9% |
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