+959.5%
MDB vs AME
+278.0%
+681.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +11.6% | +8.1% | +3.5% | +5.8% |
| 30D | -8.9% | -3.8% | -5.2% | -6.2% |
| 3M | -22.4% | -6.6% | -15.8% | -19.0% |
| 6M | +10.1% | +4.6% | +5.5% | +5.0% |
| YTD | -19.0% | +17.9% | -37.0% | -30.2% |
| 1Y | -7.0% | +23.2% | -30.2% | -22.3% |
| 3Y | -9.8% | +62.9% | -72.8% | -39.6% |
| 5Y | -40.1% | +77.5% | -117.6% | -61.8% |
| All | +959.5% | +278.0% | +681.5% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling