+143.5%
MDB vs ALC
+30.3%
+113.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.4% |
| 7D | -1.0% | +2.3% | -3.3% | -2.9% |
| 30D | -14.0% | +15.5% | -29.5% | -22.8% |
| 3M | -20.3% | +0.6% | -20.9% | -21.6% |
| 6M | +10.9% | +18.4% | -7.5% | -3.5% |
| YTD | -20.9% | -5.6% | -15.3% | -20.2% |
| 1Y | -11.2% | 0.0% | -11.3% | -14.4% |
| 3Y | -11.9% | +2.8% | -14.7% | -21.6% |
| 5Y | -40.2% | -8.8% | -31.4% | -40.8% |
| All | +143.5% | +30.3% | +113.2% | +102.8% |
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