-11.6%
MDB vs ALM
+909.2%
-920.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.4% | -2.3% |
| 7D | +6.8% | +1.2% | +5.6% | +6.6% |
| 30D | -6.2% | -19.3% | +13.1% | -4.7% |
| 3M | -29.2% | -40.6% | +11.4% | -26.9% |
| 6M | +10.3% | -57.9% | +68.2% | +16.1% |
| YTD | -20.4% | -6.7% | -13.7% | -21.7% |
| 1Y | -4.8% | +20.2% | -25.0% | -8.2% |
| 3Y | -11.6% | +879.4% | -891.0% | -24.0% |
| All | -11.6% | +909.2% | -920.8% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling