+14.5%
MDB vs AEM
+40.5%
-26.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -17.4% | -0.5% | -16.9% | -17.4% |
| 30D | -2.0% | +24.0% | -26.0% | -5.7% |
| 3M | -3.0% | +16.1% | -19.1% | -5.6% |
| 6M | +48.7% | -11.6% | +60.3% | +51.9% |
| YTD | -12.1% | +21.5% | -33.7% | -11.6% |
| 1Y | +14.5% | +39.2% | -24.7% | +10.5% |
| All | +14.5% | +40.5% | -26.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling