-25.5%
MDB vs AS
+133.7%
-159.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.3% | -5.0% | -6.5% |
| 7D | -20.9% | +7.1% | -28.0% | -22.8% |
| 30D | -15.6% | +12.8% | -28.4% | -19.2% |
| 3M | -19.1% | -14.7% | -4.3% | -15.0% |
| 6M | +14.2% | -9.9% | +24.2% | +16.6% |
| YTD | -27.4% | -16.1% | -11.3% | -24.1% |
| 1Y | -13.0% | +0.2% | -13.2% | -15.2% |
| All | -25.5% | +133.7% | -159.3% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling