-24.7%
U vs MDB
+49.4%
-74.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.1% |
| 7D | +36.6% | -11.4% | +47.9% | +44.0% |
| 30D | +13.3% | -13.8% | +27.1% | +20.7% |
| 3M | +26.2% | -15.5% | +41.6% | +30.9% |
| 6M | +88.7% | +17.9% | +70.8% | +58.3% |
| YTD | +16.6% | -25.5% | +42.0% | +21.9% |
| 1Y | +29.0% | -12.1% | +41.0% | +21.3% |
| 3Y | +99.5% | -5.9% | +105.4% | +49.2% |
| 5Y | -66.1% | -43.7% | -22.4% | -70.6% |
| All | -24.7% | +49.4% | -74.1% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling