+959.5%
MDB vs AON
+141.8%
+817.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +11.6% | -3.2% | +14.7% | +13.4% |
| 30D | -8.9% | +21.7% | -30.6% | -19.1% |
| 3M | -22.4% | -5.1% | -17.3% | -21.3% |
| 6M | +10.1% | +5.9% | +4.2% | +4.0% |
| YTD | -19.0% | -4.8% | -14.2% | -19.3% |
| 1Y | -7.0% | -4.1% | -3.0% | -8.1% |
| 3Y | -9.8% | +2.0% | -11.9% | -17.1% |
| 5Y | -40.1% | +15.2% | -55.2% | -49.3% |
| All | +959.5% | +141.8% | +817.7% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling