+71.7%
TER vs MDB
-41.3%
+113.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.0% |
| 7D | +14.4% | +6.8% | +7.5% | +12.9% |
| 30D | -30.6% | -6.2% | -24.4% | -29.3% |
| 3M | -39.2% | -29.2% | -9.9% | -35.3% |
| 6M | -31.3% | +10.3% | -41.6% | -35.0% |
| YTD | +29.1% | -20.4% | +49.4% | +29.0% |
| 1Y | +47.4% | -4.8% | +52.3% | +40.3% |
| 3Y | +191.2% | -11.6% | +202.8% | +161.6% |
| All | +71.7% | -41.3% | +113.0% | +51.0% |
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