+942.1%
MDB vs AEM
+371.2%
+570.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.8% | -6.8% | +13.7% | +8.6% |
| 30D | -6.2% | +0.8% | -7.0% | -6.7% |
| 3M | -29.2% | -0.8% | -28.4% | -29.4% |
| 6M | +10.3% | -8.5% | +18.8% | +11.5% |
| YTD | -20.4% | +5.9% | -26.3% | -22.7% |
| 1Y | -4.8% | +6.6% | -11.4% | -8.0% |
| 3Y | -11.6% | +302.2% | -313.8% | -41.1% |
| 5Y | -41.0% | +250.8% | -291.8% | -60.2% |
| All | +942.1% | +371.2% | +570.9% | +593.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling