-11.6%
MDB vs AA
+67.6%
-79.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.2% |
| 7D | +6.8% | +0.5% | +6.3% | +6.7% |
| 30D | -6.2% | -0.6% | -5.6% | -6.1% |
| 3M | -29.2% | -19.7% | -9.6% | -25.7% |
| 6M | +10.3% | -41.6% | +51.9% | +23.6% |
| YTD | -20.4% | -24.6% | +4.3% | -17.9% |
| 1Y | -4.8% | +4.9% | -9.7% | -10.8% |
| 3Y | -11.6% | +66.8% | -78.4% | -31.1% |
| All | -11.6% | +67.6% | -79.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling