+1,049.8%
MDB vs ALB
+2.8%
+1,047.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.4% | -2.5% |
| 7D | -17.4% | -8.1% | -9.4% | -15.1% |
| 30D | -2.0% | +6.3% | -8.3% | -4.4% |
| 3M | -3.0% | -23.6% | +20.6% | +5.4% |
| 6M | +48.7% | -24.6% | +73.3% | +58.8% |
| YTD | -12.1% | -10.3% | -1.9% | -13.0% |
| 1Y | +14.5% | +61.5% | -47.0% | -11.5% |
| 3Y | -6.1% | -34.0% | +27.8% | -5.9% |
| 5Y | -27.3% | -44.6% | +17.3% | -22.2% |
| All | +1,049.8% | +2.8% | +1,047.0% | +830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling