-5.2%
MDB vs AZO
+10.2%
-15.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -2.8% | -2.9% | +0.2% | -2.3% |
| 30D | -14.9% | -5.3% | -9.6% | -14.2% |
| 3M | +7.3% | -7.3% | +14.7% | +8.4% |
| 6M | +38.2% | -22.7% | +60.9% | +41.7% |
| YTD | -10.9% | -15.0% | +4.1% | -7.8% |
| 1Y | +11.6% | -32.2% | +43.9% | +15.8% |
| All | -5.2% | +10.2% | -15.4% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling