-40.2%
MDB vs JAAA
+27.1%
-67.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | -14.0% | +0.4% | -14.4% | -15.1% |
| 3M | -20.3% | +1.2% | -21.5% | -23.2% |
| 6M | +10.9% | +2.3% | +8.5% | +3.2% |
| YTD | -20.9% | +3.9% | -24.8% | -29.8% |
| 1Y | -11.2% | +4.8% | -16.0% | -23.1% |
| 3Y | -11.9% | +18.5% | -30.4% | -39.2% |
| 5Y | -40.2% | +27.5% | -67.7% | -66.5% |
| All | -40.2% | +27.1% | -67.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling