+51.5%
T vs MDB
+892.0%
-840.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | +0.8% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | -1.7% | -15.2% | +13.5% | -1.6% |
| 3M | -7.3% | -17.9% | +10.6% | -7.3% |
| 6M | -11.2% | +9.3% | -20.5% | -11.4% |
| YTD | -8.1% | -22.0% | +13.9% | -8.0% |
| 1Y | -8.0% | -9.3% | +1.3% | -8.2% |
| 3Y | +62.1% | -10.4% | +72.5% | +60.6% |
| 5Y | +55.7% | -43.2% | +98.9% | +52.7% |
| All | +51.5% | +892.0% | -840.5% | +22.8% |
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