+1,049.8%
MDB vs ACM
+98.5%
+951.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -17.4% | -3.7% | -13.7% | -15.8% |
| 30D | -2.0% | -11.1% | +9.1% | +3.1% |
| 3M | -3.0% | -8.0% | +5.0% | -0.3% |
| 6M | +48.7% | -29.7% | +78.3% | +75.1% |
| YTD | -12.1% | -29.4% | +17.2% | +3.1% |
| 1Y | +14.5% | -46.4% | +60.9% | +54.9% |
| 3Y | -6.1% | -22.3% | +16.2% | +2.4% |
| 5Y | -27.3% | +4.5% | -31.8% | -29.7% |
| All | +1,049.8% | +98.5% | +951.3% | +637.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling