-5.6%
MDB vs AEM
+349.6%
-355.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.2% |
| 7D | -18.0% | +4.3% | -22.3% | -18.6% |
| 30D | -10.7% | +13.1% | -23.9% | -12.8% |
| 3M | +1.0% | +24.8% | -23.8% | -3.1% |
| 6M | +31.6% | -8.2% | +39.9% | +32.7% |
| YTD | -15.2% | +19.8% | -35.0% | -17.5% |
| 1Y | +10.1% | +32.1% | -21.9% | +4.9% |
| 3Y | -5.6% | +348.2% | -353.8% | -26.0% |
| All | -5.6% | +349.6% | -355.3% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling