+175.7%
XYZ vs MDB
+892.0%
-716.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +1.6% |
| 7D | +14.9% | -0.9% | +15.8% | +15.1% |
| 30D | +14.7% | -15.2% | +29.8% | +21.4% |
| 3M | +12.1% | -17.9% | +30.0% | +17.1% |
| 6M | +18.3% | +9.3% | +9.0% | +5.5% |
| YTD | +36.1% | -22.0% | +58.1% | +36.7% |
| 1Y | +35.3% | -9.3% | +44.6% | +23.9% |
| 3Y | +73.5% | -10.4% | +83.9% | +36.0% |
| 5Y | -61.6% | -43.2% | -18.4% | -67.0% |
| All | +175.7% | +892.0% | -716.3% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling