-9.1%
MDB vs AON
-6.9%
-2.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.2% |
| 7D | -4.5% | -7.9% | +3.4% | -3.2% |
| 30D | -14.0% | -14.6% | +0.7% | -11.8% |
| 3M | +5.3% | -7.9% | +13.2% | +5.9% |
| 6M | +31.9% | -8.0% | +39.9% | +32.1% |
| YTD | -14.6% | -13.2% | -1.4% | -14.1% |
| 1Y | +8.2% | -16.4% | +24.7% | +9.4% |
| All | -9.1% | -6.9% | -2.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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