-45.2%
MDB vs AA
-15.4%
-29.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.7% |
| 7D | -11.4% | +0.9% | -12.3% | -11.6% |
| 30D | -13.8% | -6.7% | -7.1% | -11.9% |
| 3M | -15.5% | -16.3% | +0.9% | -10.7% |
| 6M | +17.9% | -37.1% | +55.0% | +34.8% |
| YTD | -25.5% | -25.0% | -0.4% | -21.9% |
| 1Y | -12.1% | +8.6% | -20.7% | -20.1% |
| 3Y | -5.9% | +57.2% | -63.1% | -33.0% |
| All | -45.2% | -15.4% | -29.9% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling