+259.1%
MP vs MDB
+57.9%
+201.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.5% |
| 7D | -12.5% | -16.5% | +4.0% | -8.1% |
| 30D | -23.3% | -8.6% | -14.7% | -21.6% |
| 3M | -24.4% | -13.6% | -10.8% | -22.5% |
| 6M | -45.8% | +24.1% | -69.8% | -50.7% |
| YTD | -28.9% | -21.8% | -7.2% | -27.7% |
| 1Y | -34.6% | -7.7% | -26.9% | -36.8% |
| 3Y | +118.7% | -4.3% | +123.0% | +88.7% |
| 5Y | -3.1% | -38.6% | +35.6% | -13.9% |
| All | +259.1% | +57.9% | +201.2% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling