-4.8%
MDB vs AR
+11.3%
-16.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +6.8% | +7.4% | -0.5% | +6.2% |
| 30D | -6.2% | +5.8% | -12.0% | -6.4% |
| 3M | -29.2% | +5.2% | -34.5% | -29.4% |
| 6M | +10.3% | +5.4% | +4.9% | +9.9% |
| YTD | -20.4% | +12.4% | -32.8% | -21.0% |
| 1Y | -4.8% | +12.8% | -17.6% | -4.9% |
| All | -4.8% | +11.3% | -16.1% | -4.9% |
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