+959.5%
MDB vs AEE
+140.4%
+819.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +11.6% | +0.6% | +10.9% | +11.5% |
| 30D | -8.9% | +8.8% | -17.7% | -10.1% |
| 3M | -22.4% | +5.1% | -27.5% | -23.0% |
| 6M | +10.1% | +5.2% | +4.9% | +8.8% |
| YTD | -19.0% | +16.1% | -35.1% | -21.8% |
| 1Y | -7.0% | +10.4% | -17.4% | -9.3% |
| 3Y | -9.8% | +63.1% | -73.0% | -20.7% |
| 5Y | -40.1% | +55.6% | -95.6% | -47.1% |
| All | +959.5% | +140.4% | +819.1% | +692.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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