-40.5%
MDB vs ACI
-42.9%
+2.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | +6.8% | +2.3% | +4.6% | +6.7% |
| 30D | -6.2% | +1.2% | -7.4% | -6.3% |
| 3M | -29.2% | +6.8% | -36.0% | -29.6% |
| 6M | +10.3% | -18.7% | +29.0% | +11.0% |
| YTD | -20.4% | -20.2% | -0.2% | -19.9% |
| 1Y | -4.8% | -23.7% | +18.9% | -3.9% |
| 3Y | -11.6% | -31.6% | +20.1% | -10.5% |
| All | -40.5% | -42.9% | +2.4% | -43.3% |
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 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