+10.7%
O vs MDB
-44.1%
+54.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | +3.7% | -11.4% | +15.1% | +4.1% |
| 30D | +11.2% | -13.8% | +25.0% | +11.6% |
| 3M | -4.0% | -15.5% | +11.5% | -3.8% |
| 6M | -5.2% | +17.9% | -23.2% | -6.7% |
| YTD | +9.5% | -25.5% | +34.9% | +9.7% |
| 1Y | +10.6% | -12.1% | +22.7% | +9.7% |
| 3Y | +38.1% | -5.9% | +44.0% | +33.7% |
| All | +10.7% | -44.1% | +54.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling