+14.5%
MDB vs ALM
+318.3%
-303.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -17.4% | -2.6% | -14.8% | -17.3% |
| 30D | -2.0% | +32.0% | -34.0% | -4.5% |
| 3M | -3.0% | -15.0% | +12.0% | -1.8% |
| 6M | +48.7% | -10.1% | +58.8% | +47.4% |
| YTD | -12.1% | +99.4% | -111.6% | -19.6% |
| 1Y | +14.5% | +316.4% | -301.9% | +2.8% |
| All | +14.5% | +318.3% | -303.8% | +2.8% |
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