+875.5%
MDB vs AEIS
+124.7%
+750.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +0.2% |
| 7D | -11.4% | -11.3% | -0.1% | -7.5% |
| 30D | -13.8% | -32.6% | +18.8% | +0.4% |
| 3M | -15.5% | -39.2% | +23.7% | +0.8% |
| 6M | +17.9% | -45.4% | +63.3% | +39.6% |
| YTD | -25.5% | -5.8% | -19.6% | -34.6% |
| 1Y | -12.1% | -10.0% | -2.1% | -21.3% |
| 3Y | -5.9% | +121.2% | -127.0% | -49.4% |
| 5Y | -43.7% | +110.6% | -154.3% | -68.6% |
| All | +875.5% | +124.7% | +750.8% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling