-23.5%
MDB vs AS
+134.9%
-158.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -11.4% | +6.9% | -18.3% | -13.5% |
| 30D | -13.8% | +16.0% | -29.8% | -18.3% |
| 3M | -15.5% | -12.8% | -2.6% | -11.8% |
| 6M | +17.9% | -15.4% | +33.3% | +23.4% |
| YTD | -25.5% | -15.7% | -9.7% | -22.2% |
| 1Y | -12.1% | +6.1% | -18.2% | -15.9% |
| All | -23.5% | +134.9% | -158.4% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling