-32.8%
AAL vs MDB
-28.4%
-4.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.0% |
| 7D | -3.7% | -17.4% | +13.7% | -0.5% |
| 30D | -20.8% | -2.0% | -18.8% | -21.0% |
| 3M | -1.3% | -3.0% | +1.7% | -1.9% |
| 6M | +5.4% | +48.7% | -43.3% | -5.5% |
| YTD | -14.4% | -12.1% | -2.2% | -15.3% |
| 1Y | +2.1% | +14.5% | -12.4% | -5.1% |
| 3Y | -10.6% | -6.1% | -4.4% | -20.3% |
| All | -32.8% | -28.4% | -4.4% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling