+10.8%
O vs MDB
+18.3%
-7.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -1.0% |
| 7D | -0.7% | -17.4% | +16.7% | -1.6% |
| 30D | -1.9% | -2.0% | +0.1% | -1.8% |
| 3M | +3.8% | -3.0% | +6.9% | +4.0% |
| 6M | -4.7% | +48.7% | -53.4% | -2.8% |
| YTD | +12.5% | -12.1% | +24.6% | +13.4% |
| 1Y | +10.8% | +14.5% | -3.7% | +11.2% |
| All | +10.8% | +18.3% | -7.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling