+3.7%
U vs MDB
+18.3%
-14.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.4% |
| 7D | -3.8% | -17.4% | +13.6% | +2.3% |
| 30D | +17.5% | -2.0% | +19.5% | +16.5% |
| 3M | +38.7% | -3.0% | +41.7% | +37.1% |
| 6M | +104.4% | +48.7% | +55.7% | +69.9% |
| YTD | -5.7% | -12.1% | +6.5% | -3.6% |
| 1Y | +3.7% | +14.5% | -10.8% | -5.1% |
| All | +3.7% | +18.3% | -14.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling