-7.7%
MDB vs AR
+14.7%
-22.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.6% |
| 7D | -16.5% | -11.1% | -5.4% | -15.8% |
| 30D | -8.6% | +7.9% | -16.5% | -9.0% |
| 3M | -13.6% | +4.9% | -18.5% | -13.8% |
| 6M | +24.1% | -5.3% | +29.4% | +23.5% |
| YTD | -21.8% | +8.6% | -30.4% | -22.2% |
| 1Y | -7.7% | +13.7% | -21.4% | -6.3% |
| All | -7.7% | +14.7% | -22.4% | -6.3% |
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