-24.7%
MDB vs ALLE
+13.7%
-38.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.8% |
| 7D | -17.4% | -0.2% | -17.2% | -17.5% |
| 30D | -2.0% | -6.8% | +4.8% | +2.8% |
| 3M | -3.0% | +21.0% | -24.0% | -17.3% |
| 6M | +48.7% | +1.1% | +47.6% | +44.4% |
| YTD | -12.1% | -0.5% | -11.6% | -13.8% |
| 1Y | +14.5% | -7.3% | +21.8% | +18.0% |
| 3Y | -6.1% | +42.3% | -48.4% | -38.7% |
| All | -24.7% | +13.7% | -38.4% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling