+161.6%
XYZ vs MDB
+823.0%
-661.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.1% | -1.0% |
| 7D | +9.2% | -20.9% | +30.1% | +20.0% |
| 30D | +9.8% | -15.6% | +25.4% | +16.4% |
| 3M | -0.2% | -19.1% | +18.9% | +4.7% |
| 6M | +18.0% | +14.2% | +3.7% | +2.6% |
| YTD | +29.1% | -27.4% | +56.5% | +33.8% |
| 1Y | +14.1% | -13.0% | +27.2% | +6.1% |
| 3Y | +72.6% | -11.2% | +83.9% | +34.7% |
| 5Y | -64.6% | -45.2% | -19.4% | -69.2% |
| All | +161.6% | +823.0% | -661.4% | -38.2% |
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 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