-20.5%
MDB vs AMIX
-100.0%
+79.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +6.8% | -9.9% | +16.7% | +6.9% |
| 30D | -6.2% | -52.8% | +46.6% | -5.3% |
| 3M | -29.2% | -80.0% | +50.8% | -27.8% |
| 6M | +10.3% | -80.2% | +90.5% | +7.7% |
| YTD | -20.4% | -88.1% | +67.8% | -22.1% |
| 1Y | -4.8% | -91.1% | +86.2% | -6.8% |
| All | -20.5% | -100.0% | +79.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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