-45.2%
MDB vs ALLE
+49.9%
-95.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.3% |
| 7D | -11.4% | -0.6% | -10.8% | -11.2% |
| 30D | -13.8% | +25.3% | -39.2% | -27.4% |
| 3M | -15.5% | +10.3% | -25.7% | -22.3% |
| 6M | +17.9% | +38.0% | -20.1% | -10.0% |
| YTD | -25.5% | +17.8% | -43.2% | -36.1% |
| 1Y | -12.1% | +13.6% | -25.7% | -22.6% |
| 3Y | -5.9% | +89.2% | -95.1% | -53.7% |
| All | -45.2% | +49.9% | -95.1% | -64.7% |
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 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