-24.7%
MDB vs ALC
-16.0%
-8.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.3% |
| 7D | -17.4% | -2.1% | -15.3% | -16.1% |
| 30D | -2.0% | -0.1% | -1.9% | -1.8% |
| 3M | -3.0% | +5.9% | -8.9% | -8.3% |
| 6M | +48.7% | -15.9% | +64.6% | +68.0% |
| YTD | -12.1% | -10.1% | -2.0% | -6.4% |
| 1Y | +14.5% | -10.2% | +24.7% | +21.1% |
| 3Y | -6.1% | -13.6% | +7.4% | -5.2% |
| All | -24.7% | -16.0% | -8.7% | -16.8% |
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 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