+935.2%
MDB vs ALLE
+142.1%
+793.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -14.0% | +25.9% | -39.9% | -24.6% |
| 3M | -20.3% | +14.9% | -35.2% | -26.8% |
| 6M | +10.9% | +42.1% | -31.2% | -10.6% |
| YTD | -20.9% | +20.4% | -41.3% | -30.3% |
| 1Y | -11.2% | +14.9% | -26.1% | -19.8% |
| 3Y | -11.9% | +90.1% | -102.0% | -42.6% |
| 5Y | -40.2% | +53.0% | -93.2% | -56.2% |
| All | +935.2% | +142.1% | +793.1% | +452.7% |
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