-42.9%
TER vs MDB
+17.9%
-60.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.5% |
| 7D | -20.5% | -11.4% | -9.1% | -20.4% |
| 30D | -47.0% | -13.8% | -33.2% | -46.8% |
| 3M | -43.3% | -15.5% | -27.8% | -42.2% |
| 6M | -42.9% | +17.9% | -60.8% | -32.5% |
| All | -42.9% | +17.9% | -60.8% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling