+849.8%
MDB vs ALLE
+139.1%
+710.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.4% | -5.8% |
| 7D | -20.9% | 0.0% | -20.9% | -21.0% |
| 30D | -15.6% | +20.6% | -36.1% | -24.3% |
| 3M | -19.1% | +11.4% | -30.5% | -24.5% |
| 6M | +14.2% | +42.5% | -28.3% | -8.1% |
| YTD | -27.4% | +18.9% | -46.3% | -35.6% |
| 1Y | -13.0% | +14.2% | -27.2% | -21.3% |
| 3Y | -11.2% | +90.7% | -101.9% | -42.3% |
| 5Y | -45.2% | +52.5% | -97.7% | -59.7% |
| All | +849.8% | +139.1% | +710.7% | +410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling