-10.5%
MDB vs ALC
+2.0%
-12.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.6% |
| 7D | +3.0% | -6.3% | +9.2% | +5.2% |
| 30D | -11.3% | +12.6% | -23.9% | -15.7% |
| 3M | -23.0% | -3.8% | -19.2% | -22.2% |
| 6M | +14.8% | +16.8% | -2.1% | +6.7% |
| YTD | -19.4% | -7.6% | -11.8% | -17.2% |
| 1Y | -9.0% | -5.9% | -3.1% | -7.2% |
| All | -10.5% | +2.0% | -12.6% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling