+32.6%
XYZ vs MDB
-9.9%
+42.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +2.8% |
| 7D | +14.9% | -0.9% | +15.8% | +15.0% |
| 30D | +14.7% | -15.2% | +29.8% | +17.3% |
| 3M | +12.1% | -17.9% | +30.0% | +14.3% |
| 6M | +18.3% | +9.3% | +9.0% | +13.6% |
| YTD | +36.1% | -22.0% | +58.1% | +32.0% |
| All | +32.6% | -9.9% | +42.5% | +32.5% |
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