+58.6%
MDB vs ACI
+21.8%
+36.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.4% |
| 7D | -18.0% | -2.6% | -15.4% | -18.0% |
| 30D | -10.7% | +1.1% | -11.8% | -10.8% |
| 3M | +1.0% | -23.6% | +24.6% | +1.2% |
| 6M | +31.6% | -29.9% | +61.6% | +32.2% |
| YTD | -15.2% | -26.9% | +11.7% | -14.9% |
| 1Y | +10.1% | -34.2% | +44.4% | +10.9% |
| 3Y | -5.6% | -43.6% | +38.0% | -4.8% |
| 5Y | -24.5% | -42.4% | +17.9% | -24.9% |
| All | +58.6% | +21.8% | +36.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling