-7.7%
MDB vs ALB
+4.7%
-12.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.9% |
| 7D | -16.5% | -2.1% | -14.5% | -16.3% |
| 30D | -8.6% | -9.0% | +0.4% | -7.3% |
| 3M | -13.6% | -21.1% | +7.5% | -10.8% |
| 6M | +24.1% | -49.9% | +74.0% | +35.2% |
| YTD | -21.8% | -32.3% | +10.5% | -20.1% |
| 1Y | -7.7% | +8.6% | -16.3% | -2.8% |
| All | -7.7% | +4.7% | -12.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling