+273.3%
V vs MDB
+1,017.4%
-744.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.4% |
| 7D | -1.7% | -17.4% | +15.7% | +0.6% |
| 30D | +2.0% | -2.0% | +4.0% | +1.7% |
| 3M | +17.4% | -3.0% | +20.4% | +16.8% |
| 6M | +17.5% | +48.7% | -31.2% | +9.4% |
| YTD | +7.6% | -12.1% | +19.7% | +6.7% |
| 1Y | +7.7% | +14.5% | -6.8% | +2.3% |
| 3Y | +54.7% | -6.1% | +60.8% | +43.0% |
| 5Y | +73.0% | -27.3% | +100.4% | +53.4% |
| All | +273.3% | +1,017.4% | -744.1% | +71.2% |
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