+14.8%
MDB vs AEM
-4.3%
+19.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.4% |
| 7D | +3.0% | +1.4% | +1.6% | +2.5% |
| 30D | -11.3% | -1.2% | -10.1% | -11.0% |
| 3M | -23.0% | +2.5% | -25.6% | -22.9% |
| 6M | +14.8% | -5.1% | +19.8% | +19.7% |
| All | +14.8% | -4.3% | +19.0% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling