-5.9%
MDB vs AME
+62.2%
-68.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.4% |
| 7D | -11.4% | -5.2% | -6.2% | -8.9% |
| 30D | -13.8% | -8.0% | -5.8% | -9.7% |
| 3M | -15.5% | -8.9% | -6.5% | -11.3% |
| 6M | +17.9% | -5.0% | +22.9% | +20.2% |
| YTD | -25.5% | +11.9% | -37.3% | -33.0% |
| 1Y | -12.1% | +16.6% | -28.7% | -23.4% |
| 3Y | -5.9% | +62.5% | -68.3% | -42.2% |
| All | -5.9% | +62.2% | -68.1% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling