-11.2%
MDB vs ALB
-5.3%
-5.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.0% |
| 7D | -1.0% | +5.3% | -6.3% | -1.9% |
| 30D | -14.0% | -6.3% | -7.7% | -13.2% |
| 3M | -20.3% | -27.4% | +7.1% | -17.1% |
| 6M | +10.9% | -53.1% | +63.9% | +21.9% |
| YTD | -20.9% | -32.3% | +11.4% | -19.3% |
| 1Y | -11.2% | -7.3% | -3.9% | -9.0% |
| All | -11.2% | -5.3% | -5.9% | -9.0% |
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