+59.6%
T vs MDB
-9.9%
+69.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -0.7% |
| 7D | +1.0% | -11.4% | +12.4% | +0.5% |
| 30D | -10.6% | -13.8% | +3.2% | -11.1% |
| 3M | -7.7% | -15.5% | +7.7% | -8.1% |
| 6M | -13.3% | +17.9% | -31.2% | -11.9% |
| YTD | -8.8% | -25.5% | +16.7% | -8.7% |
| 1Y | -8.4% | -12.1% | +3.7% | -7.8% |
| 3Y | +59.6% | -5.9% | +65.5% | +56.6% |
| All | +59.6% | -9.9% | +69.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling