+129.5%
MDB vs ALC
+31.8%
+97.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +4.1% |
| 7D | -11.4% | +4.9% | -16.3% | -14.6% |
| 30D | -13.8% | +19.0% | -32.8% | -24.1% |
| 3M | -15.5% | +7.8% | -23.2% | -20.5% |
| 6M | +17.9% | +14.6% | +3.4% | +4.8% |
| YTD | -25.5% | -4.4% | -21.0% | -25.4% |
| 1Y | -12.1% | +1.4% | -13.5% | -15.9% |
| 3Y | -5.9% | +2.5% | -8.4% | -15.8% |
| 5Y | -43.7% | -10.9% | -32.8% | -43.7% |
| All | +129.5% | +31.8% | +97.6% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling