+54.2%
T vs MDB
+929.6%
-875.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.6% | +11.6% | -9.9% | +1.6% |
| 30D | -2.9% | -8.9% | +6.0% | -2.9% |
| 3M | -7.5% | -22.4% | +14.9% | -7.4% |
| 6M | -9.9% | +10.1% | -20.0% | -10.1% |
| YTD | -6.4% | -19.0% | +12.6% | -6.4% |
| 1Y | -9.4% | -7.0% | -2.4% | -9.6% |
| 3Y | +64.9% | -9.8% | +74.7% | +63.4% |
| 5Y | +57.0% | -40.1% | +97.0% | +53.8% |
| All | +54.2% | +929.6% | -875.5% | +24.9% |
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