+35.8%
EQT vs MDB
-2.1%
+38.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.4% |
| 7D | -1.2% | -2.8% | +1.6% | -1.0% |
| 30D | +1.1% | -14.9% | +16.0% | +1.9% |
| 3M | +4.8% | +7.3% | -2.6% | +4.0% |
| 6M | -10.6% | +38.2% | -48.8% | -13.0% |
| YTD | +3.4% | -10.9% | +14.4% | +3.4% |
| 1Y | +8.7% | +11.6% | -3.0% | +6.5% |
| All | +35.8% | -2.1% | +38.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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