+140.1%
MDB vs ALC
+32.2%
+108.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.5% |
| 7D | -0.9% | +2.1% | -3.0% | -2.6% |
| 30D | -15.2% | +17.2% | -32.4% | -24.6% |
| 3M | -17.9% | +4.6% | -22.5% | -21.3% |
| 6M | +9.3% | +20.1% | -10.8% | -5.8% |
| YTD | -22.0% | -4.2% | -17.8% | -22.1% |
| 1Y | -9.3% | +2.1% | -11.4% | -13.7% |
| 3Y | -10.4% | +4.5% | -14.9% | -21.0% |
| 5Y | -43.2% | -12.3% | -30.9% | -42.8% |
| All | +140.1% | +32.2% | +108.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling