-6.4%
MDB vs ALLE
+42.6%
-49.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | -17.4% | -0.2% | -17.2% | -17.4% |
| 30D | -2.0% | -6.8% | +4.8% | +0.6% |
| 3M | -3.0% | +21.0% | -24.0% | -10.6% |
| 6M | +48.7% | +1.1% | +47.6% | +48.3% |
| YTD | -12.1% | -0.5% | -11.6% | -11.6% |
| 1Y | +14.5% | -7.3% | +21.8% | +18.8% |
| All | -6.4% | +42.6% | -49.0% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling