-8.4%
MDB vs ALLE
+90.7%
-99.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.4% | -6.5% |
| 7D | -20.9% | 0.0% | -20.9% | -20.9% |
| 30D | -15.6% | +20.6% | -36.1% | -20.3% |
| 3M | -19.1% | +11.4% | -30.5% | -21.6% |
| 6M | +14.2% | +42.5% | -28.3% | +0.7% |
| YTD | -27.4% | +18.9% | -46.3% | -30.8% |
| 1Y | -13.0% | +14.2% | -27.2% | -15.7% |
| All | -8.4% | +90.7% | -99.0% | -32.2% |
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