+53.4%
T vs MDB
-44.1%
+97.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -0.8% |
| 7D | +1.0% | -11.4% | +12.4% | +0.9% |
| 30D | -10.6% | -13.8% | +3.2% | -10.7% |
| 3M | -7.7% | -15.5% | +7.7% | -7.8% |
| 6M | -13.3% | +17.9% | -31.2% | -13.2% |
| YTD | -8.8% | -25.5% | +16.7% | -8.7% |
| 1Y | -8.4% | -12.1% | +3.7% | -8.4% |
| 3Y | +59.6% | -5.9% | +65.5% | +58.7% |
| All | +53.4% | -44.1% | +97.5% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling