+954.3%
MDB vs AA
-6.9%
+961.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.2% |
| 7D | +3.0% | +1.1% | +1.8% | +2.7% |
| 30D | -11.3% | -1.3% | -10.1% | -11.1% |
| 3M | -23.0% | -23.9% | +0.9% | -18.2% |
| 6M | +14.8% | -36.8% | +51.6% | +26.4% |
| YTD | -19.4% | -22.2% | +2.7% | -17.0% |
| 1Y | -9.0% | +10.4% | -19.3% | -14.2% |
| 3Y | -10.3% | +72.0% | -82.3% | -27.4% |
| 5Y | -38.4% | -15.6% | -22.7% | -42.0% |
| All | +954.3% | -6.9% | +961.2% | +784.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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