+25.1%
XYZ vs MDB
-8.9%
+33.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -2.1% | +11.6% | -13.7% | -3.9% |
| 30D | +7.0% | -8.9% | +15.9% | +8.2% |
| 3M | +5.1% | -22.4% | +27.5% | +8.4% |
| 6M | +14.1% | +10.1% | +4.0% | +9.5% |
| YTD | +26.4% | -19.0% | +45.4% | +21.9% |
| 1Y | +25.1% | -7.0% | +32.1% | +24.7% |
| All | +25.1% | -8.9% | +33.9% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling