-0.3%
AAL vs MDB
+9.1%
-9.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.4% |
| 7D | -0.3% | -18.0% | +17.7% | +1.0% |
| 30D | -19.0% | -10.7% | -8.3% | -18.4% |
| 3M | -5.1% | +1.0% | -6.0% | -5.4% |
| 6M | +15.5% | +31.6% | -16.1% | +10.5% |
| YTD | -15.8% | -15.2% | -0.6% | -14.2% |
| 1Y | -0.3% | +10.1% | -10.4% | -2.2% |
| All | -0.3% | +9.1% | -9.4% | -2.2% |
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 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