-24.7%
MDB vs AMC
-99.4%
+74.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -4.8% |
| 7D | -17.4% | +2.3% | -19.8% | -17.9% |
| 30D | -2.0% | -0.7% | -1.3% | -2.2% |
| 3M | -3.0% | +35.2% | -38.2% | -10.0% |
| 6M | +48.7% | +124.6% | -75.9% | +25.9% |
| YTD | -12.1% | +69.9% | -82.0% | -22.5% |
| 1Y | +14.5% | -2.6% | +17.1% | +9.8% |
| 3Y | -6.1% | -79.8% | +73.6% | +5.4% |
| All | -24.7% | -99.4% | +74.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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