-45.2%
MDB vs AMC
-99.3%
+54.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.4% |
| 7D | -11.4% | +2.6% | -14.0% | -11.8% |
| 30D | -13.8% | +9.0% | -22.9% | -15.0% |
| 3M | -15.5% | +22.2% | -37.6% | -19.1% |
| 6M | +17.9% | +91.5% | -73.5% | +2.3% |
| YTD | -25.5% | +101.3% | -126.7% | -36.5% |
| 1Y | -12.1% | +20.8% | -32.9% | -19.1% |
| 3Y | -5.9% | -71.3% | +65.5% | +1.2% |
| All | -45.2% | -99.3% | +54.0% | +27.1% |
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