+210.2%
TER vs MDB
-10.2%
+220.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +8.0% |
| 7D | +5.9% | +3.0% | +2.9% | +5.6% |
| 30D | -30.8% | -11.3% | -19.4% | -29.2% |
| 3M | -29.9% | -23.0% | -6.9% | -27.6% |
| 6M | -27.5% | +14.8% | -42.2% | -31.0% |
| YTD | +37.5% | -19.4% | +56.9% | +38.5% |
| 1Y | +50.3% | -9.0% | +59.2% | +46.7% |
| All | +210.2% | -10.2% | +220.4% | +192.6% |
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