+54.7%
T vs MDB
+924.6%
-869.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +1.4% |
| 7D | +2.0% | +3.0% | -1.0% | +1.9% |
| 30D | -1.0% | -11.3% | +10.3% | -1.0% |
| 3M | -8.1% | -23.0% | +14.9% | -8.0% |
| 6M | -8.3% | +14.8% | -23.0% | -8.5% |
| YTD | -6.1% | -19.4% | +13.3% | -6.1% |
| 1Y | -7.4% | -9.0% | +1.6% | -7.6% |
| 3Y | +65.4% | -10.3% | +75.7% | +64.0% |
| 5Y | +57.6% | -38.4% | +96.0% | +54.3% |
| All | +54.7% | +924.6% | -869.9% | +25.3% |
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 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