+166.1%
XYZ vs MDB
+848.0%
-681.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.6% |
| 7D | +12.1% | -11.4% | +23.5% | +17.6% |
| 30D | +12.4% | -13.8% | +26.2% | +18.1% |
| 3M | +8.2% | -15.5% | +23.6% | +11.3% |
| 6M | +20.7% | +17.9% | +2.7% | +3.6% |
| YTD | +31.3% | -25.5% | +56.8% | +34.5% |
| 1Y | +20.5% | -12.1% | +32.6% | +11.7% |
| 3Y | +72.6% | -5.9% | +78.5% | +31.0% |
| 5Y | -64.0% | -43.7% | -20.3% | -69.0% |
| All | +166.1% | +848.0% | -681.8% | -37.8% |
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