+8.2%
MDB vs AEM
+31.8%
-23.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.5% | +3.0% | -7.5% | -4.9% |
| 30D | -14.0% | +12.5% | -26.5% | -15.9% |
| 3M | +5.3% | +26.9% | -21.6% | +0.8% |
| 6M | +31.9% | -9.4% | +41.3% | +34.1% |
| YTD | -14.6% | +20.3% | -34.9% | -14.1% |
| 1Y | +8.2% | +33.8% | -25.5% | +4.0% |
| All | +8.2% | +31.8% | -23.6% | +4.0% |
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