+606.1%
TER vs MDB
+929.6%
-323.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +24.0% | +11.6% | +12.4% | +21.1% |
| 30D | -30.6% | -8.9% | -21.7% | -28.8% |
| 3M | -34.5% | -22.4% | -12.1% | -31.5% |
| 6M | -26.4% | +10.1% | -36.4% | -30.5% |
| YTD | +36.4% | -19.0% | +55.5% | +35.4% |
| 1Y | +47.4% | -7.0% | +54.4% | +40.8% |
| 3Y | +202.6% | -9.8% | +212.4% | +169.5% |
| 5Y | +83.9% | -40.1% | +123.9% | +61.9% |
| All | +606.1% | +929.6% | -323.6% | +202.8% |
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