-12.1%
MDB vs AR
+8.4%
-20.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -11.4% | -14.3% | +2.9% | -10.3% |
| 30D | -13.8% | +1.4% | -15.3% | -13.7% |
| 3M | -15.5% | +3.4% | -18.8% | -15.5% |
| 6M | +17.9% | -2.1% | +20.0% | +18.3% |
| YTD | -25.5% | +4.7% | -30.2% | -25.7% |
| 1Y | -12.1% | +10.6% | -22.7% | -10.1% |
| All | -12.1% | +8.4% | -20.5% | -10.1% |
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