-24.7%
MDB vs AME
+82.5%
-107.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -5.3% |
| 7D | -17.4% | +0.6% | -18.1% | -18.0% |
| 30D | -2.0% | -6.7% | +4.7% | +3.4% |
| 3M | -3.0% | +4.1% | -7.1% | -7.7% |
| 6M | +48.7% | +1.6% | +47.1% | +41.0% |
| YTD | -12.1% | +16.1% | -28.3% | -27.0% |
| 1Y | +14.5% | +27.3% | -12.8% | -14.0% |
| 3Y | -6.1% | +50.9% | -57.0% | -43.9% |
| All | -24.7% | +82.5% | -107.2% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling