-9.0%
MDB vs ACI
-23.0%
+14.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | +3.0% | -5.3% | +8.3% | +2.7% |
| 30D | -11.3% | +5.0% | -16.4% | -11.3% |
| 3M | -23.0% | +7.5% | -30.5% | -23.1% |
| 6M | +14.8% | -16.0% | +30.8% | +12.2% |
| YTD | -19.4% | -20.6% | +1.2% | -20.2% |
| 1Y | -9.0% | -23.5% | +14.6% | -12.9% |
| All | -9.0% | -23.0% | +14.0% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling