-43.2%
MDB vs AMC
-99.2%
+56.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.6% | +3.3% |
| 7D | -0.9% | +6.6% | -7.5% | -2.0% |
| 30D | -15.2% | +14.1% | -29.3% | -17.0% |
| 3M | -17.9% | +31.3% | -49.2% | -22.3% |
| 6M | +9.3% | +126.7% | -117.4% | -7.6% |
| YTD | -22.0% | +117.9% | -139.9% | -34.4% |
| 1Y | -9.3% | +41.1% | -50.4% | -18.6% |
| 3Y | -10.4% | -61.0% | +50.6% | -9.0% |
| 5Y | -43.2% | -99.1% | +55.9% | +30.3% |
| All | -43.2% | -99.2% | +56.0% | +30.3% |
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