-40.1%
MDB vs AU
+392.2%
-432.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.4% |
| 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% | -21.2% |
| 6M | +10.1% | -14.5% | +24.5% | +12.1% |
| YTD | -19.0% | +6.4% | -25.4% | -21.2% |
| 1Y | -7.0% | +7.7% | -14.7% | -10.0% |
| 3Y | -9.8% | +514.1% | -524.0% | -41.8% |
| 5Y | -40.1% | +386.5% | -426.6% | -66.2% |
| All | -40.1% | +392.2% | -432.3% | -66.2% |
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 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