+1,065.8%
MDB vs AEHR
+2,580.3%
-1,514.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.2% | +4.6% |
| 7D | -2.8% | +23.0% | -25.7% | -5.8% |
| 30D | -14.9% | -19.9% | +5.1% | -13.3% |
| 3M | +7.3% | +0.5% | +6.8% | +2.7% |
| 6M | +38.2% | +123.6% | -85.4% | +11.8% |
| YTD | -10.9% | +364.6% | -375.6% | -37.7% |
| 1Y | +11.6% | +255.3% | -243.7% | -19.9% |
| 3Y | -0.9% | +89.7% | -90.6% | -30.4% |
| 5Y | -23.5% | +827.9% | -851.4% | -61.3% |
| All | +1,065.8% | +2,580.3% | -1,514.5% | +390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling