-9.0%
MDB vs ACM
-45.3%
+36.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +3.0% | +3.0% | 0.0% | +2.2% |
| 30D | -11.3% | +19.7% | -31.0% | -15.4% |
| 3M | -23.0% | +5.3% | -28.3% | -24.4% |
| 6M | +14.8% | -10.8% | +25.5% | +16.2% |
| YTD | -19.4% | -25.1% | +5.7% | -11.5% |
| 1Y | -9.0% | -45.8% | +36.8% | +7.4% |
| All | -9.0% | -45.3% | +36.3% | +7.4% |
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