-7.7%
MDB vs ALM
+44.8%
-52.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.2% |
| 7D | -16.5% | -6.4% | -10.1% | -15.9% |
| 30D | -8.6% | -35.0% | +26.4% | -4.7% |
| 3M | -13.6% | -33.8% | +20.2% | -10.9% |
| 6M | +24.1% | -55.0% | +79.1% | +32.5% |
| YTD | -21.8% | -0.2% | -21.5% | -30.3% |
| 1Y | -7.7% | +41.8% | -49.5% | -28.4% |
| All | -7.7% | +44.8% | -52.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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