-5.9%
MDB vs ALB
-16.8%
+11.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -11.4% | +9.1% | -20.4% | -13.3% |
| 30D | -13.8% | -3.4% | -10.4% | -13.2% |
| 3M | -15.5% | -20.6% | +5.1% | -11.2% |
| 6M | +17.9% | -48.2% | +66.1% | +35.7% |
| YTD | -25.5% | -29.2% | +3.8% | -22.1% |
| 1Y | -12.1% | +10.0% | -22.1% | -18.5% |
| 3Y | -5.9% | -12.9% | +7.0% | -14.4% |
| All | -5.9% | -16.8% | +11.0% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling