-11.9%
MDB vs JAAA
+18.5%
-30.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.5% |
| 30D | -14.0% | +0.4% | -14.4% | -16.4% |
| 3M | -20.3% | +1.2% | -21.5% | -26.4% |
| 6M | +10.9% | +2.3% | +8.5% | -5.1% |
| YTD | -20.9% | +3.9% | -24.8% | -39.1% |
| 1Y | -11.2% | +4.8% | -16.0% | -35.4% |
| 3Y | -11.9% | +18.5% | -30.4% | -62.2% |
| All | -11.9% | +18.5% | -30.4% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling