+4.8%
AAL vs MDB
-9.3%
+14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +3.4% | +3.0% | +0.5% | +3.2% |
| 30D | +11.7% | -11.3% | +23.0% | +12.5% |
| 3M | -7.8% | -23.0% | +15.2% | -6.5% |
| 6M | +10.2% | +14.8% | -4.5% | +7.6% |
| YTD | -8.0% | -19.4% | +11.4% | -6.3% |
| All | +4.8% | -9.3% | +14.1% | +4.8% |
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