+39.5%
EXC vs MDB
-38.6%
+78.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.9% | +11.6% | -13.5% | -1.9% |
| 30D | +7.8% | -8.9% | +16.7% | +7.7% |
| 3M | +1.9% | -22.4% | +24.3% | +1.8% |
| 6M | +3.4% | +10.1% | -6.7% | +3.3% |
| YTD | +7.6% | -19.0% | +26.6% | +7.7% |
| 1Y | +2.1% | -7.0% | +9.1% | +2.1% |
| 3Y | +29.6% | -9.8% | +39.4% | +29.7% |
| 5Y | +39.5% | -40.1% | +79.6% | +37.3% |
| All | +39.5% | -38.6% | +78.1% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling