-9.1%
MDB vs AMCR
+8.5%
-17.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.0% |
| 7D | -4.5% | -6.3% | +1.7% | -3.9% |
| 30D | -14.0% | -7.1% | -6.9% | -13.3% |
| 3M | +5.3% | +12.7% | -7.4% | +3.8% |
| 6M | +31.9% | +5.2% | +26.7% | +31.4% |
| YTD | -14.6% | +8.1% | -22.7% | -15.8% |
| 1Y | +8.2% | +11.7% | -3.5% | +5.2% |
| All | -9.1% | +8.5% | -17.6% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling