-12.2%
MDB vs AMIX
-99.9%
+87.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.1% |
| 7D | -17.4% | -13.7% | -3.7% | -17.3% |
| 30D | -2.0% | -62.1% | +60.0% | -1.0% |
| 3M | -3.0% | -46.2% | +43.2% | -6.6% |
| 6M | +48.7% | -46.4% | +95.1% | +43.2% |
| YTD | -12.1% | -60.3% | +48.1% | -15.3% |
| 1Y | +14.5% | -79.7% | +94.2% | +10.7% |
| All | -12.2% | -99.9% | +87.6% | -12.7% |
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