+249.6%
ALAB vs MDB
-7.4%
+257.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.6% | +9.1% | +12.2% |
| 7D | -5.6% | -0.9% | -4.6% | -4.7% |
| 30D | -36.6% | -15.2% | -21.5% | -32.8% |
| 3M | -35.1% | -17.9% | -17.2% | -31.6% |
| 6M | +8.5% | +9.3% | -0.8% | +2.4% |
| YTD | +30.4% | -22.0% | +52.4% | +34.7% |
| 1Y | +31.0% | -9.3% | +40.4% | +27.5% |
| All | +249.6% | -7.4% | +257.0% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling