+849.8%
MDB vs AR
+86.8%
+763.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.8% | -4.4% | -6.9% |
| 7D | -20.9% | -11.7% | -9.2% | -19.6% |
| 30D | -15.6% | +1.8% | -17.4% | -15.8% |
| 3M | -19.1% | +6.0% | -25.0% | -19.8% |
| 6M | +14.2% | -7.0% | +21.2% | +15.0% |
| YTD | -27.4% | +5.6% | -33.0% | -28.4% |
| 1Y | -13.0% | +10.8% | -23.9% | -14.9% |
| 3Y | -11.2% | +19.3% | -30.5% | -14.5% |
| 5Y | -45.2% | +73.3% | -118.5% | -49.0% |
| All | +849.8% | +86.8% | +763.0% | +842.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling