-7.0%
MDB vs ACI
-22.6%
+15.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +11.6% | -0.5% | +12.0% | +11.5% |
| 30D | -8.9% | +4.9% | -13.8% | -8.8% |
| 3M | -22.4% | +11.1% | -33.5% | -22.4% |
| 6M | +10.1% | -14.9% | +25.0% | +7.6% |
| YTD | -19.0% | -19.6% | +0.6% | -19.7% |
| 1Y | -7.0% | -22.7% | +15.7% | -11.3% |
| All | -7.0% | -22.6% | +15.6% | -11.3% |
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