-7.7%
MDB vs AZO
-7.5%
-0.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.7% |
| 7D | -16.5% | +5.3% | -21.9% | -17.3% |
| 30D | -8.6% | +18.4% | -27.0% | -12.3% |
| 3M | -13.6% | +9.8% | -23.4% | -15.5% |
| 6M | +24.1% | -4.5% | +28.6% | +25.0% |
| YTD | -21.8% | -1.9% | -19.8% | -13.9% |
| 1Y | -7.7% | -9.5% | +1.8% | +1.8% |
| All | -7.7% | -7.5% | -0.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling