-24.5%
MDB vs ACM
+4.8%
-29.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -2.9% |
| 7D | -18.0% | -0.3% | -17.7% | -17.9% |
| 30D | -10.7% | -12.9% | +2.2% | -3.0% |
| 3M | +1.0% | -6.4% | +7.3% | +3.0% |
| 6M | +31.6% | -29.2% | +60.8% | +65.2% |
| YTD | -15.2% | -29.9% | +14.8% | +6.5% |
| 1Y | +10.1% | -47.3% | +57.4% | +73.2% |
| 3Y | -5.6% | -19.6% | +14.0% | -5.2% |
| 5Y | -24.5% | +5.5% | -30.1% | -39.3% |
| All | -24.5% | +4.8% | -29.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling