+942.1%
MDB vs AEIS
+150.5%
+791.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.3% | 0.0% |
| 7D | +6.8% | +11.5% | -4.7% | +2.1% |
| 30D | -6.2% | -15.8% | +9.6% | -0.2% |
| 3M | -29.2% | -33.3% | +4.1% | -18.7% |
| 6M | +10.3% | -35.2% | +45.5% | +21.6% |
| YTD | -20.4% | +5.0% | -25.4% | -33.3% |
| 1Y | -4.8% | +8.5% | -13.3% | -21.6% |
| 3Y | -11.6% | +152.9% | -164.5% | -55.0% |
| 5Y | -41.0% | +144.6% | -185.7% | -69.1% |
| All | +942.1% | +150.5% | +791.6% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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