-24.7%
MDB vs ACI
-42.9%
+18.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -17.4% | +0.2% | -17.6% | -17.4% |
| 30D | -2.0% | +5.9% | -7.9% | -2.3% |
| 3M | -3.0% | -19.8% | +16.8% | -2.4% |
| 6M | +48.7% | -24.7% | +73.4% | +50.0% |
| YTD | -12.1% | -24.4% | +12.2% | -11.4% |
| 1Y | +14.5% | -31.5% | +46.0% | +16.2% |
| 3Y | -6.1% | -38.7% | +32.5% | -4.4% |
| All | -24.7% | -42.9% | +18.2% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling