+52.5%
T vs MDB
+906.0%
-853.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +2.6% | -1.0% | +3.6% | +2.6% |
| 30D | -1.1% | -14.0% | +12.9% | -1.0% |
| 3M | -7.7% | -20.3% | +12.6% | -7.7% |
| 6M | -10.6% | +10.9% | -21.5% | -10.9% |
| YTD | -7.5% | -20.9% | +13.4% | -7.4% |
| 1Y | -7.4% | -11.2% | +3.8% | -7.6% |
| 3Y | +63.1% | -11.9% | +75.0% | +61.7% |
| 5Y | +55.2% | -40.2% | +95.4% | +52.0% |
| All | +52.5% | +906.0% | -853.5% | +23.5% |
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