+605.3%
MSFT vs MDB
+1,017.4%
-412.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.2% |
| 7D | -2.7% | -17.4% | +14.7% | +1.1% |
| 30D | +2.7% | -2.0% | +4.7% | +2.5% |
| 3M | +17.0% | -3.0% | +20.0% | +16.6% |
| 6M | +23.8% | +48.7% | -24.9% | +11.7% |
| YTD | +4.0% | -12.1% | +16.1% | +3.7% |
| 1Y | -0.8% | +14.5% | -15.3% | -7.3% |
| 3Y | +55.6% | -6.1% | +61.7% | +40.5% |
| 5Y | +72.9% | -27.3% | +100.2% | +48.8% |
| All | +605.3% | +1,017.4% | -412.1% | +195.2% |
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