+33.9%
MDB vs AAOX
-92.4%
+126.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.0% | +11.5% | +1.1% |
| 7D | +11.6% | +22.0% | -10.5% | +9.8% |
| 30D | -8.9% | -76.8% | +67.9% | -3.7% |
| 3M | -22.4% | -90.7% | +68.3% | -16.3% |
| 6M | +10.1% | -97.2% | +107.3% | +19.3% |
| All | +33.9% | -92.4% | +126.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 all: compounded portfolio wealth divided by compounded AAOX 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…
all analysis · Full analysis span regression · 6 months rolling