+9.8%
O vs MDB
-8.9%
+18.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -0.4% | +11.6% | -12.0% | +0.2% |
| 30D | +8.3% | -8.9% | +17.2% | +7.9% |
| 3M | -4.0% | -22.4% | +18.4% | -4.8% |
| 6M | -2.6% | +10.1% | -12.7% | -1.3% |
| YTD | +9.9% | -19.0% | +28.9% | +10.3% |
| 1Y | +9.8% | -7.0% | +16.8% | +10.3% |
| All | +9.8% | -8.9% | +18.7% | +10.3% |
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 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