+1,049.8%
MDB vs AMCR
+14.0%
+1,035.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -17.4% | -1.9% | -15.6% | -17.0% |
| 30D | -2.0% | -4.1% | +2.1% | -0.7% |
| 3M | -3.0% | +21.7% | -24.7% | -10.2% |
| 6M | +48.7% | +1.5% | +47.2% | +46.0% |
| YTD | -12.1% | +13.1% | -25.3% | -18.0% |
| 1Y | +14.5% | +16.5% | -2.0% | +5.0% |
| 3Y | -6.1% | +10.3% | -16.4% | -14.1% |
| 5Y | -27.3% | -7.7% | -19.7% | -27.0% |
| All | +1,049.8% | +14.0% | +1,035.8% | +799.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling