-40.5%
MDB vs ADSK
-20.1%
-20.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -3.5% |
| 7D | +6.8% | +1.0% | +5.8% | +5.7% |
| 30D | -6.2% | +14.4% | -20.6% | -19.8% |
| 3M | -29.2% | +2.5% | -31.7% | -32.8% |
| 6M | +10.3% | +14.5% | -4.2% | -7.5% |
| YTD | -20.4% | -10.7% | -9.7% | -14.0% |
| 1Y | -4.8% | -11.0% | +6.2% | +3.2% |
| 3Y | -11.6% | +25.9% | -37.4% | -35.7% |
| All | -40.5% | -20.1% | -20.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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