-24.5%
MDB vs AU
+688.4%
-713.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.6% |
| 7D | -4.5% | +0.6% | -5.2% | -4.6% |
| 30D | -14.0% | +12.3% | -26.3% | -15.9% |
| 3M | +5.3% | +29.4% | -24.0% | +0.1% |
| 6M | +31.9% | +3.2% | +28.7% | +29.1% |
| YTD | -14.6% | +31.8% | -46.4% | -19.9% |
| 1Y | +8.2% | +83.4% | -75.2% | -5.2% |
| 3Y | -5.0% | +623.1% | -628.1% | -40.2% |
| 5Y | -24.5% | +700.5% | -725.0% | -56.5% |
| All | -24.5% | +688.4% | -713.0% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling