+849.8%
MDB vs ALK
-48.8%
+898.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -4.0% | -6.4% |
| 7D | -20.9% | +7.1% | -27.9% | -22.5% |
| 30D | -15.6% | -3.0% | -12.6% | -15.3% |
| 3M | -19.1% | -25.6% | +6.6% | -13.3% |
| 6M | +14.2% | +0.5% | +13.7% | +11.2% |
| YTD | -27.4% | -23.1% | -4.4% | -25.0% |
| 1Y | -13.0% | -7.5% | -5.5% | -14.9% |
| 3Y | -11.2% | +15.3% | -26.5% | -20.6% |
| 5Y | -45.2% | -34.8% | -10.4% | -44.2% |
| All | +849.8% | -48.8% | +898.6% | +850.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling