-27.5%
MDB vs AMIX
-100.0%
+72.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.6% | -1.7% | -7.2% |
| 7D | -20.9% | -25.5% | +4.6% | -20.5% |
| 30D | -15.6% | -56.2% | +40.6% | -14.6% |
| 3M | -19.1% | -87.4% | +68.4% | -17.0% |
| 6M | +14.2% | -80.9% | +95.1% | +11.5% |
| YTD | -27.4% | -86.8% | +59.4% | -29.0% |
| 1Y | -13.0% | -91.3% | +78.3% | -14.8% |
| All | -27.5% | -100.0% | +72.4% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling