-5.2%
MDB vs AU
+574.0%
-579.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +4.9% |
| 7D | -2.8% | -7.0% | +4.2% | -1.8% |
| 30D | -14.9% | +7.3% | -22.1% | -15.9% |
| 3M | +7.3% | +33.2% | -25.9% | +2.9% |
| 6M | +38.2% | -0.6% | +38.8% | +36.5% |
| YTD | -10.9% | +26.2% | -37.1% | -14.1% |
| 1Y | +11.6% | +68.3% | -56.6% | +3.1% |
| All | -5.2% | +574.0% | -579.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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