+75.2%
MDB vs AMRZ
-17.3%
+92.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -3.0% |
| 7D | -18.0% | -2.0% | -16.0% | -17.8% |
| 30D | -10.7% | -9.8% | -0.9% | -9.7% |
| 3M | +1.0% | -17.2% | +18.2% | +2.0% |
| 6M | +31.6% | -26.9% | +58.6% | +36.4% |
| YTD | -15.2% | -21.5% | +6.3% | -11.8% |
| 1Y | +10.1% | -22.9% | +33.0% | +15.0% |
| All | +75.2% | -17.3% | +92.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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