-24.5%
MDB vs AMCR
-10.2%
-14.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.8% |
| 7D | -4.5% | -6.3% | +1.7% | -1.9% |
| 30D | -14.0% | -7.1% | -6.9% | -11.4% |
| 3M | +5.3% | +12.7% | -7.4% | -1.0% |
| 6M | +31.9% | +5.2% | +26.7% | +26.9% |
| YTD | -14.6% | +8.1% | -22.7% | -20.5% |
| 1Y | +8.2% | +11.7% | -3.5% | -2.3% |
| 3Y | -5.0% | +9.9% | -14.9% | -20.6% |
| 5Y | -24.5% | -8.7% | -15.9% | -22.3% |
| All | -24.5% | -10.2% | -14.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling