+635.6%
MSFT vs MDB
+924.6%
-289.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | -6.2% | +3.0% | -9.2% | -6.9% |
| 30D | -3.7% | -11.3% | +7.6% | -1.6% |
| 3M | +3.6% | -23.0% | +26.6% | +7.9% |
| 6M | +26.8% | +14.8% | +12.0% | +20.0% |
| YTD | +8.4% | -19.4% | +27.9% | +9.0% |
| 1Y | +3.3% | -9.0% | +12.3% | +0.5% |
| 3Y | +44.3% | -10.3% | +54.6% | +30.7% |
| 5Y | +63.3% | -38.4% | +101.7% | +44.9% |
| All | +635.6% | +924.6% | -289.0% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling