+920.8%
MDB vs ALLE
+143.4%
+777.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.9% | +3.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.5% |
| 30D | -15.2% | +26.6% | -41.8% | -25.8% |
| 3M | -17.9% | +13.2% | -31.1% | -24.0% |
| 6M | +9.3% | +42.9% | -33.6% | -12.1% |
| YTD | -22.0% | +21.0% | -43.0% | -31.4% |
| 1Y | -9.3% | +15.2% | -24.5% | -18.2% |
| 3Y | -10.4% | +95.6% | -106.0% | -42.6% |
| 5Y | -43.2% | +53.4% | -96.7% | -58.5% |
| All | +920.8% | +143.4% | +777.4% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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