+1,017.5%
MDB vs AA
+14.8%
+1,002.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.1% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | -14.0% | -1.6% | -12.4% | -13.8% |
| 3M | +5.3% | -29.8% | +35.1% | +13.5% |
| 6M | +31.9% | -16.6% | +48.5% | +35.1% |
| YTD | -14.6% | -4.0% | -10.6% | -16.1% |
| 1Y | +8.2% | +63.5% | -55.3% | -7.5% |
| 3Y | -5.0% | +86.8% | -91.8% | -24.8% |
| 5Y | -24.5% | +12.4% | -36.9% | -33.3% |
| All | +1,017.5% | +14.8% | +1,002.7% | +793.7% |
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