-21.6%
MDB vs AHR
+357.7%
-379.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -4.5% | -4.3% | -0.2% | -3.7% |
| 30D | -14.0% | -3.1% | -10.9% | -13.6% |
| 3M | +5.3% | +15.7% | -10.4% | +1.2% |
| 6M | +31.9% | +4.1% | +27.8% | +30.0% |
| YTD | -14.6% | +15.4% | -30.0% | -19.4% |
| 1Y | +8.2% | +28.0% | -19.7% | -2.9% |
| All | -21.6% | +357.7% | -379.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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