+648.9%
MSFT vs MDB
+848.0%
-199.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | +1.7% | -11.4% | +13.0% | +4.2% |
| 30D | +0.2% | -13.8% | +14.0% | +3.0% |
| 3M | +6.4% | -15.5% | +21.8% | +8.4% |
| 6M | +28.7% | +17.9% | +10.8% | +21.0% |
| YTD | +10.4% | -25.5% | +35.9% | +12.8% |
| 1Y | +7.6% | -12.1% | +19.7% | +5.5% |
| 3Y | +52.3% | -5.9% | +58.2% | +36.0% |
| 5Y | +64.5% | -43.7% | +108.2% | +48.9% |
| All | +648.9% | +848.0% | -199.0% | +221.3% |
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 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