-40.1%
MDB vs AR
+101.6%
-141.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | +11.6% | +6.4% | +5.1% | +9.7% |
| 30D | -8.9% | +3.1% | -12.0% | -9.9% |
| 3M | -22.4% | +3.3% | -25.7% | -23.4% |
| 6M | +10.1% | +6.6% | +3.5% | +7.6% |
| YTD | -19.0% | +12.3% | -31.4% | -23.0% |
| 1Y | -7.0% | +12.3% | -19.3% | -12.0% |
| 3Y | -9.8% | +50.4% | -60.3% | -23.6% |
| 5Y | -40.1% | +101.0% | -141.0% | -54.7% |
| All | -40.1% | +101.6% | -141.7% | -54.7% |
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