-7.5%
MDB vs ALLE
+14.9%
-22.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.8% |
| 7D | +3.0% | -0.8% | +3.8% | +2.9% |
| 30D | -11.3% | +27.4% | -38.7% | -12.0% |
| 3M | -23.0% | +13.8% | -36.9% | -22.4% |
| 6M | +14.8% | +45.5% | -30.7% | +12.4% |
| YTD | -19.4% | +21.4% | -40.8% | -10.8% |
| All | -7.5% | +14.9% | -22.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling