-7.7%
MDB vs AS
+3.3%
-11.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.2% |
| 7D | -16.5% | +13.8% | -30.3% | -19.1% |
| 30D | -8.6% | +16.7% | -25.3% | -12.0% |
| 3M | -13.6% | -11.5% | -2.1% | -10.9% |
| 6M | +24.1% | -5.5% | +29.6% | +24.3% |
| YTD | -21.8% | -14.2% | -7.6% | -17.7% |
| 1Y | -7.7% | +2.1% | -9.8% | -3.2% |
| All | -7.7% | +3.3% | -11.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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