-12.4%
MDB vs ALK
-4.9%
-7.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.4% | +4.1% |
| 7D | -0.9% | +8.9% | -9.8% | -1.5% |
| 30D | -15.2% | +5.9% | -21.1% | -15.2% |
| 3M | -17.9% | -16.5% | -1.4% | -16.4% |
| 6M | +9.3% | +2.1% | +7.2% | +8.6% |
| YTD | -22.0% | -17.1% | -4.9% | -19.5% |
| All | -12.4% | -4.9% | -7.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling