+875.5%
MDB vs ALLE
+136.9%
+738.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | -11.4% | -0.6% | -10.8% | -11.2% |
| 30D | -13.8% | +25.3% | -39.2% | -24.3% |
| 3M | -15.5% | +10.3% | -25.7% | -20.7% |
| 6M | +17.9% | +38.0% | -20.1% | -3.4% |
| YTD | -25.5% | +17.8% | -43.2% | -33.6% |
| 1Y | -12.1% | +13.6% | -25.7% | -20.2% |
| 3Y | -5.9% | +89.2% | -95.1% | -38.6% |
| 5Y | -43.7% | +51.1% | -94.8% | -58.5% |
| All | +875.5% | +136.9% | +738.6% | +426.6% |
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