+35.7%
MDB vs AMCR
+9.5%
+26.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -17.4% | -1.9% | -15.6% | -17.5% |
| 30D | -2.0% | -4.1% | +2.1% | -2.3% |
| 3M | -3.0% | +21.7% | -24.7% | -0.2% |
| All | +35.7% | +9.5% | +26.2% | +46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling