-40.5%
MDB vs ALK
-31.3%
-9.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.1% |
| 7D | +6.8% | -1.2% | +8.0% | +7.2% |
| 30D | -6.2% | +7.7% | -13.9% | -9.7% |
| 3M | -29.2% | -19.0% | -10.2% | -23.9% |
| 6M | +10.3% | -0.2% | +10.5% | +5.3% |
| YTD | -20.4% | -23.5% | +3.1% | -16.4% |
| 1Y | -4.8% | -9.1% | +4.3% | -9.0% |
| 3Y | -11.6% | +12.0% | -23.6% | -36.8% |
| All | -40.5% | -31.3% | -9.2% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling