-24.5%
MDB vs AON
+9.3%
-33.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +2.6% |
| 7D | -4.5% | -7.9% | +3.4% | -0.1% |
| 30D | -14.0% | -14.6% | +0.7% | -6.6% |
| 3M | +5.3% | -7.9% | +13.2% | +8.2% |
| 6M | +31.9% | -8.0% | +39.9% | +35.3% |
| YTD | -14.6% | -13.2% | -1.4% | -9.8% |
| 1Y | +8.2% | -16.4% | +24.7% | +16.4% |
| 3Y | -5.0% | -6.7% | +1.6% | -9.2% |
| 5Y | -24.5% | +8.0% | -32.6% | -43.2% |
| All | -24.5% | +9.3% | -33.8% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling