+202.8%
TER vs MDB
-28.4%
+231.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.6% | +6.4% |
| 7D | +0.6% | -17.4% | +18.1% | +4.4% |
| 30D | -8.3% | -2.0% | -6.3% | -8.7% |
| 3M | -12.2% | -3.0% | -9.2% | -12.9% |
| 6M | +17.1% | +48.7% | -31.6% | +2.5% |
| YTD | +84.7% | -12.1% | +96.8% | +81.5% |
| 1Y | +199.9% | +14.5% | +185.4% | +175.0% |
| 3Y | +232.8% | -6.1% | +238.9% | +195.5% |
| All | +202.8% | -28.4% | +231.2% | +155.6% |
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 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