-40.5%
MDB vs ALC
-9.1%
-31.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -4.0% |
| 7D | +6.8% | -1.1% | +7.9% | +7.5% |
| 30D | -6.2% | +16.0% | -22.2% | -17.5% |
| 3M | -29.2% | +0.8% | -30.1% | -30.8% |
| 6M | +10.3% | +16.8% | -6.5% | -5.4% |
| YTD | -20.4% | -5.5% | -14.9% | -19.7% |
| 1Y | -4.8% | -5.3% | +0.4% | -4.3% |
| 3Y | -11.6% | +4.1% | -15.7% | -29.5% |
| All | -40.5% | -9.1% | -31.4% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling