-11.2%
MDB vs AA
+4.5%
-15.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.1% |
| 7D | -1.0% | +1.2% | -2.3% | -1.2% |
| 30D | -14.0% | -5.0% | -9.0% | -13.4% |
| 3M | -20.3% | -22.2% | +1.9% | -17.9% |
| 6M | +10.9% | -36.3% | +47.2% | +16.9% |
| YTD | -20.9% | -24.2% | +3.3% | -19.4% |
| 1Y | -11.2% | +3.9% | -15.1% | -13.1% |
| All | -11.2% | +4.5% | -15.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling