-40.1%
MDB vs ACM
+3.9%
-43.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +11.6% | +5.1% | +6.5% | +7.8% |
| 30D | -8.9% | +18.7% | -27.6% | -19.5% |
| 3M | -22.4% | +15.5% | -37.9% | -30.3% |
| 6M | +10.1% | +1.2% | +8.9% | +6.0% |
| YTD | -19.0% | -25.2% | +6.2% | -2.6% |
| 1Y | -7.0% | -46.3% | +39.3% | +48.9% |
| 3Y | -9.8% | -9.6% | -0.3% | -20.1% |
| 5Y | -40.1% | +4.4% | -44.5% | -55.7% |
| All | -40.1% | +3.9% | -43.9% | -55.7% |
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