-24.7%
MDB vs ALLY
+1.6%
-26.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | -17.4% | +3.7% | -21.1% | -19.2% |
| 30D | -2.0% | -2.3% | +0.2% | -0.8% |
| 3M | -3.0% | +3.8% | -6.8% | -5.4% |
| 6M | +48.7% | +9.7% | +39.0% | +38.9% |
| YTD | -12.1% | -1.4% | -10.7% | -12.7% |
| 1Y | +14.5% | +8.2% | +6.3% | +6.6% |
| 3Y | -6.1% | +66.5% | -72.6% | -37.5% |
| All | -24.7% | +1.6% | -26.3% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling