-18.3%
MDB vs AHR
+360.2%
-378.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -2.8% | -3.0% | +0.3% | -2.1% |
| 30D | -14.9% | +2.6% | -17.5% | -15.4% |
| 3M | +7.3% | +16.0% | -8.7% | +3.1% |
| 6M | +38.2% | +3.1% | +35.1% | +36.9% |
| YTD | -10.9% | +16.0% | -27.0% | -16.0% |
| 1Y | +11.6% | +28.0% | -16.3% | +0.3% |
| All | -18.3% | +360.2% | -378.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling