+935.2%
MDB vs ALLY
+102.6%
+832.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.3% |
| 7D | -1.0% | -0.7% | -0.4% | -0.8% |
| 30D | -14.0% | +1.1% | -15.1% | -14.4% |
| 3M | -20.3% | -13.2% | -7.1% | -15.8% |
| 6M | +10.9% | -13.5% | +24.3% | +16.8% |
| YTD | -20.9% | -14.3% | -6.6% | -16.7% |
| 1Y | -11.2% | -1.1% | -10.1% | -11.7% |
| 3Y | -11.9% | +62.0% | -73.9% | -29.6% |
| 5Y | -40.2% | -9.6% | -30.5% | -42.7% |
| All | +935.2% | +102.6% | +832.6% | +640.4% |
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