+10.1%
MDB vs ACM
-47.1%
+57.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.3% |
| 7D | -18.0% | -0.3% | -17.7% | -18.0% |
| 30D | -10.7% | -12.9% | +2.2% | -8.2% |
| 3M | +1.0% | -6.4% | +7.3% | +1.6% |
| 6M | +31.6% | -29.2% | +60.8% | +45.0% |
| YTD | -15.2% | -29.9% | +14.8% | -5.3% |
| 1Y | +10.1% | -47.3% | +57.4% | +28.8% |
| All | +10.1% | -47.1% | +57.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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