-73.8%
AAL vs MDB
+1,017.4%
-1,091.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.8% |
| 7D | -3.7% | -17.4% | +13.7% | -1.2% |
| 30D | -20.8% | -2.0% | -18.8% | -20.9% |
| 3M | -1.3% | -3.0% | +1.7% | -1.7% |
| 6M | +5.4% | +48.7% | -43.3% | -2.9% |
| YTD | -14.4% | -12.1% | -2.2% | -15.1% |
| 1Y | +2.1% | +14.5% | -12.4% | -3.3% |
| 3Y | -10.6% | -6.1% | -4.4% | -17.6% |
| 5Y | -32.2% | -27.3% | -4.9% | -40.4% |
| All | -73.8% | +1,017.4% | -1,091.2% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling