-40.5%
MDB vs AMC
-99.2%
+58.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.2% |
| 7D | +6.8% | +3.5% | +3.3% | +6.2% |
| 30D | -6.2% | +12.5% | -18.7% | -8.0% |
| 3M | -29.2% | +23.6% | -52.8% | -32.3% |
| 6M | +10.3% | +144.4% | -134.1% | -7.8% |
| YTD | -20.4% | +108.3% | -128.7% | -32.6% |
| 1Y | -4.8% | +38.9% | -43.7% | -14.3% |
| 3Y | -11.6% | -58.9% | +47.3% | -11.2% |
| All | -40.5% | -99.2% | +58.7% | +36.5% |
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