-23.5%
MDB vs AEM
+294.2%
-317.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +5.0% |
| 7D | -2.8% | -5.0% | +2.3% | -1.6% |
| 30D | -14.9% | +8.5% | -23.3% | -17.0% |
| 3M | +7.3% | +29.3% | -21.9% | -0.1% |
| 6M | +38.2% | -12.9% | +51.1% | +41.4% |
| YTD | -10.9% | +16.8% | -27.7% | -15.6% |
| 1Y | +11.6% | +29.8% | -18.2% | +1.8% |
| 3Y | -0.9% | +336.7% | -337.6% | -40.2% |
| 5Y | -23.5% | +299.9% | -323.5% | -53.4% |
| All | -23.5% | +294.2% | -317.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling