-62.2%
XYZ vs MDB
-39.7%
-22.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.6% |
| 7D | -2.2% | +3.0% | -5.1% | -3.3% |
| 30D | +11.6% | -11.3% | +22.9% | +15.6% |
| 3M | +8.4% | -23.0% | +31.4% | +16.1% |
| 6M | +17.2% | +14.8% | +2.4% | +3.2% |
| YTD | +31.7% | -19.4% | +51.1% | +31.0% |
| 1Y | +30.1% | -9.0% | +39.0% | +20.1% |
| 3Y | +66.4% | -10.3% | +76.7% | +33.3% |
| 5Y | -62.2% | -38.4% | -23.8% | -68.1% |
| All | -62.2% | -39.7% | -22.4% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling