+42.4%
MDB vs AUR
-35.7%
+78.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | -17.3% | -6.4% | -10.9% | -16.5% |
| 3M | +2.2% | +7.7% | -5.5% | -0.8% |
| 6M | +33.9% | +44.5% | -10.6% | +18.9% |
| YTD | -13.7% | +67.4% | -81.1% | -26.3% |
| 1Y | +9.1% | +15.4% | -6.4% | +1.1% |
| 3Y | -8.1% | +94.8% | -103.0% | -41.3% |
| 5Y | -25.9% | -35.1% | +9.2% | -46.7% |
| All | +42.4% | -35.7% | +78.1% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling