-40.2%
MDB vs AR
+87.1%
-127.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.8% | +4.9% |
| 7D | -1.0% | -5.8% | +4.7% | +0.6% |
| 30D | -14.0% | +4.8% | -18.8% | -15.3% |
| 3M | -20.3% | +1.5% | -21.8% | -21.0% |
| 6M | +10.9% | +4.7% | +6.2% | +8.9% |
| YTD | -20.9% | +9.2% | -30.1% | -24.1% |
| 1Y | -11.2% | +11.2% | -22.4% | -15.7% |
| 3Y | -11.9% | +46.2% | -58.2% | -24.7% |
| 5Y | -40.2% | +98.1% | -138.2% | -54.5% |
| All | -40.2% | +87.1% | -127.3% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling