+67.5%
O vs MDB
+912.7%
-845.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -0.4% | +6.8% | -7.2% | -0.8% |
| 30D | +7.1% | -6.2% | +13.3% | +7.3% |
| 3M | -5.2% | -29.2% | +24.0% | -3.7% |
| 6M | -1.8% | +10.3% | -12.1% | -3.6% |
| YTD | +9.1% | -20.4% | +29.4% | +8.8% |
| 1Y | +9.7% | -4.8% | +14.5% | +7.7% |
| 3Y | +39.1% | -11.6% | +50.7% | +33.7% |
| 5Y | +8.4% | -41.0% | +49.4% | +2.7% |
| All | +67.5% | +912.7% | -845.2% | +21.1% |
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