+41.0%
MDB vs JAAA
+29.3%
+11.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | -2.8% | +0.1% | -2.8% | -3.0% |
| 30D | -14.9% | +0.4% | -15.3% | -16.1% |
| 3M | +7.3% | +1.2% | +6.1% | +3.1% |
| 6M | +38.2% | +2.7% | +35.5% | +26.6% |
| YTD | -10.9% | +3.2% | -14.1% | -19.7% |
| 1Y | +11.6% | +4.8% | +6.8% | -4.5% |
| 3Y | -0.9% | +19.0% | -19.9% | -36.0% |
| 5Y | -23.5% | +26.8% | -50.3% | -57.7% |
| All | +41.0% | +29.3% | +11.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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