+163.3%
XYZ vs MDB
+912.7%
-749.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.5% |
| 7D | -1.1% | +6.8% | -7.9% | -3.9% |
| 30D | +11.5% | -6.2% | +17.7% | +13.1% |
| 3M | +1.8% | -29.2% | +31.0% | +13.5% |
| 6M | +21.2% | +10.3% | +10.9% | +7.7% |
| YTD | +29.9% | -20.4% | +50.3% | +29.4% |
| 1Y | +35.8% | -4.8% | +40.6% | +21.6% |
| 3Y | +62.6% | -11.6% | +74.2% | +28.6% |
| 5Y | -62.8% | -41.0% | -21.7% | -68.5% |
| All | +163.3% | +912.7% | -749.4% | -40.2% |
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 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