+157.7%
XYZ vs MDB
+1,017.4%
-859.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.0% |
| 7D | -1.0% | -17.4% | +16.5% | +6.6% |
| 30D | -1.7% | -2.0% | +0.3% | -2.4% |
| 3M | +16.7% | -3.0% | +19.8% | +15.1% |
| 6M | +26.9% | +48.7% | -21.8% | +0.6% |
| YTD | +27.1% | -12.1% | +39.3% | +24.8% |
| 1Y | +9.3% | +14.5% | -5.2% | -7.6% |
| 3Y | +42.3% | -6.1% | +48.4% | +12.5% |
| 5Y | -69.3% | -27.3% | -42.0% | -75.9% |
| All | +157.7% | +1,017.4% | -859.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling