+45.8%
MDB vs ACI
+31.1%
+14.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.6% |
| 7D | -0.9% | -5.9% | +5.0% | -0.8% |
| 30D | -15.2% | +7.2% | -22.4% | -15.4% |
| 3M | -17.9% | +8.8% | -26.7% | -18.1% |
| 6M | +9.3% | -17.2% | +26.5% | +9.4% |
| YTD | -22.0% | -21.3% | -0.7% | -21.9% |
| 1Y | -9.3% | -23.7% | +14.4% | -9.2% |
| 3Y | -10.4% | -32.8% | +22.5% | -10.1% |
| 5Y | -43.2% | -41.4% | -1.9% | -43.8% |
| All | +45.8% | +31.1% | +14.7% | +35.7% |
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