+120.2%
EXC vs MDB
+848.0%
-727.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.0% |
| 7D | -1.2% | -11.4% | +10.2% | -0.8% |
| 30D | +10.0% | -13.8% | +23.8% | +10.4% |
| 3M | +1.6% | -15.5% | +17.1% | +1.8% |
| 6M | +3.3% | +17.9% | -14.7% | +1.7% |
| YTD | +7.6% | -25.5% | +33.0% | +7.7% |
| 1Y | +3.5% | -12.1% | +15.6% | +2.7% |
| 3Y | +27.7% | -5.9% | +33.5% | +23.7% |
| 5Y | +41.1% | -43.7% | +84.8% | +36.9% |
| All | +120.2% | +848.0% | -727.8% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling