-10.1%
MDB vs AU
+516.8%
-526.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.3% |
| 7D | +11.6% | -1.1% | +12.6% | +11.7% |
| 30D | -8.9% | -4.4% | -4.5% | -8.3% |
| 3M | -22.4% | -10.0% | -12.4% | -21.3% |
| 6M | +10.1% | -14.5% | +24.5% | +11.9% |
| YTD | -19.0% | +6.4% | -25.4% | -20.3% |
| 1Y | -7.0% | +7.7% | -14.7% | -8.8% |
| All | -10.1% | +516.8% | -526.9% | -37.7% |
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