-71.7%
AAL vs MDB
+892.0%
-963.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.6% | +2.8% | +6.8% |
| 7D | +8.3% | -0.9% | +9.2% | +8.4% |
| 30D | +11.0% | -15.2% | +26.1% | +13.4% |
| 3M | -11.2% | -17.9% | +6.7% | -9.5% |
| 6M | +6.1% | +9.3% | -3.2% | +2.2% |
| YTD | -7.6% | -22.0% | +14.4% | -7.4% |
| 1Y | +3.7% | -9.3% | +13.1% | +1.2% |
| 3Y | +20.5% | -10.4% | +30.9% | +11.3% |
| 5Y | -36.4% | -43.2% | +6.9% | -42.9% |
| All | -71.7% | +892.0% | -963.8% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling