-24.7%
MDB vs AA
+10.5%
-35.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -17.4% | -0.7% | -16.7% | -17.3% |
| 30D | -2.0% | +5.0% | -7.0% | -3.6% |
| 3M | -3.0% | -35.8% | +32.8% | +10.7% |
| 6M | +48.7% | -18.4% | +67.1% | +54.2% |
| YTD | -12.1% | -5.5% | -6.7% | -14.3% |
| 1Y | +14.5% | +61.0% | -46.5% | -8.9% |
| 3Y | -6.1% | +66.2% | -72.4% | -32.3% |
| All | -24.7% | +10.5% | -35.2% | -34.0% |
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