+11.8%
AAL vs MDB
-11.2%
+23.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | -0.1% | +6.8% | -6.9% | -1.0% |
| 30D | +11.7% | -6.2% | +17.9% | +12.4% |
| 3M | -12.5% | -29.2% | +16.7% | -8.9% |
| 6M | +3.6% | +10.3% | -6.7% | -0.6% |
| YTD | -14.1% | -20.4% | +6.3% | -13.8% |
| 1Y | +0.8% | -4.8% | +5.6% | -2.5% |
| 3Y | +11.8% | -11.6% | +23.4% | -2.5% |
| All | +11.8% | -11.2% | +23.0% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling