+1,049.8%
MDB vs ALLY
+133.0%
+916.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | +3.7% | -21.1% | -18.7% |
| 30D | -2.0% | -2.3% | +0.2% | -1.2% |
| 3M | -3.0% | +3.8% | -6.8% | -4.6% |
| 6M | +48.7% | +9.7% | +39.0% | +42.1% |
| YTD | -12.1% | -1.4% | -10.7% | -12.4% |
| 1Y | +14.5% | +8.2% | +6.3% | +9.4% |
| 3Y | -6.1% | +66.5% | -72.6% | -26.1% |
| 5Y | -27.3% | +1.2% | -28.5% | -33.9% |
| All | +1,049.8% | +133.0% | +916.8% | +678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling