+14.5%
MDB vs AR
+22.7%
-8.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -17.4% | +2.5% | -19.9% | -17.7% |
| 30D | -2.0% | +14.8% | -16.8% | -3.7% |
| 3M | -3.0% | +6.2% | -9.2% | -3.7% |
| 6M | +48.7% | +4.3% | +44.4% | +46.3% |
| YTD | -12.1% | +14.4% | -26.5% | -14.2% |
| 1Y | +14.5% | +21.3% | -6.8% | +9.3% |
| All | +14.5% | +22.7% | -8.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling