-50.4%
MP vs MDB
+14.0%
-64.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.2% | +1.2% | -4.3% |
| 7D | -19.0% | -20.9% | +1.9% | -14.5% |
| 30D | -30.5% | -15.6% | -14.9% | -27.8% |
| 3M | -29.6% | -19.1% | -10.5% | -27.0% |
| 6M | -50.4% | +14.2% | -64.6% | -49.8% |
| All | -50.4% | +14.0% | -64.4% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling