+2.1%
AAL vs MDB
+18.3%
-16.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.5% |
| 7D | -3.7% | -17.4% | +13.7% | -2.4% |
| 30D | -20.8% | -2.0% | -18.8% | -20.8% |
| 3M | -1.3% | -3.0% | +1.7% | -1.4% |
| 6M | +5.4% | +48.7% | -43.3% | -0.8% |
| YTD | -14.4% | -12.1% | -2.2% | -12.9% |
| 1Y | +2.1% | +14.5% | -12.4% | -0.3% |
| All | +2.1% | +18.3% | -16.2% | -0.3% |
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