+875.5%
MDB vs ALLY
+105.3%
+770.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.4% |
| 7D | -11.4% | +0.9% | -12.3% | -11.8% |
| 30D | -13.8% | +3.1% | -16.9% | -14.9% |
| 3M | -15.5% | -12.6% | -2.9% | -10.9% |
| 6M | +17.9% | -12.4% | +30.4% | +23.6% |
| YTD | -25.5% | -13.2% | -12.3% | -21.9% |
| 1Y | -12.1% | +1.8% | -13.9% | -13.6% |
| 3Y | -5.9% | +58.0% | -63.8% | -24.0% |
| 5Y | -43.7% | -8.4% | -35.3% | -46.3% |
| All | +875.5% | +105.3% | +770.2% | +594.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling