+45.0%
MDB vs AUR
-36.6%
+81.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | +8.7% | -26.2% | -19.4% |
| 30D | -2.0% | -5.2% | +3.2% | -1.3% |
| 3M | -3.0% | -7.3% | +4.3% | -2.2% |
| 6M | +48.7% | +41.2% | +7.5% | +32.8% |
| YTD | -12.1% | +65.1% | -77.2% | -24.7% |
| 1Y | +14.5% | +13.4% | +1.1% | +6.6% |
| 3Y | -6.1% | +98.1% | -104.3% | -40.6% |
| 5Y | -27.3% | -36.0% | +8.7% | -47.5% |
| All | +45.0% | -36.6% | +81.6% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling