-7.7%
MDB vs ALLY
+4.2%
-12.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -3.4% |
| 7D | -16.5% | +2.4% | -18.9% | -17.2% |
| 30D | -8.6% | +5.6% | -14.2% | -10.3% |
| 3M | -13.6% | -11.7% | -1.9% | -10.1% |
| 6M | +24.1% | -7.0% | +31.1% | +27.0% |
| YTD | -21.8% | -10.4% | -11.3% | -19.0% |
| 1Y | -7.7% | +2.4% | -10.1% | -5.9% |
| All | -7.7% | +4.2% | -12.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling