+74.0%
EQT vs MDB
+986.0%
-912.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -2.0% | -4.5% | +2.5% | -1.7% |
| 30D | +1.0% | -14.0% | +15.0% | +1.9% |
| 3M | +4.0% | +5.3% | -1.3% | +3.2% |
| 6M | -11.7% | +31.9% | -43.6% | -14.1% |
| YTD | +2.8% | -14.6% | +17.4% | +2.7% |
| 1Y | +10.0% | +8.2% | +1.8% | +7.7% |
| 3Y | +34.1% | -5.0% | +39.2% | +28.7% |
| 5Y | +195.3% | -24.5% | +219.8% | +173.9% |
| All | +74.0% | +986.0% | -912.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling