+959.5%
MDB vs ALK
-48.4%
+1,007.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.7% |
| 7D | +11.6% | +0.9% | +10.6% | +11.2% |
| 30D | -8.9% | +3.3% | -12.2% | -10.1% |
| 3M | -22.4% | -17.6% | -4.8% | -19.0% |
| 6M | +10.1% | +0.8% | +9.2% | +7.1% |
| YTD | -19.0% | -22.4% | +3.3% | -16.6% |
| 1Y | -7.0% | -10.1% | +3.1% | -8.2% |
| 3Y | -9.8% | +14.0% | -23.8% | -19.2% |
| 5Y | -40.1% | -29.8% | -10.2% | -39.7% |
| All | +959.5% | -48.4% | +1,007.9% | +957.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling