+10.1%
MDB vs AA
+62.9%
-52.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -4.0% |
| 7D | -18.0% | +1.7% | -19.7% | -18.2% |
| 30D | -10.7% | +3.3% | -14.1% | -11.2% |
| 3M | +1.0% | -29.4% | +30.4% | +5.2% |
| 6M | +31.6% | -12.8% | +44.4% | +32.6% |
| YTD | -15.2% | -2.1% | -13.0% | -16.8% |
| 1Y | +10.1% | +62.8% | -52.6% | -3.5% |
| All | +10.1% | +62.9% | -52.8% | -3.5% |
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 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