-11.2%
MDB vs ALC
+0.5%
-11.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | -1.0% | +2.3% | -3.3% | -1.4% |
| 30D | -14.0% | +15.5% | -29.5% | -17.1% |
| 3M | -20.3% | +0.6% | -20.9% | -20.0% |
| 6M | +10.9% | +18.4% | -7.5% | +5.8% |
| YTD | -20.9% | -5.6% | -15.3% | -16.4% |
| 1Y | -11.2% | 0.0% | -11.3% | -8.7% |
| All | -11.2% | +0.5% | -11.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling