+47.6%
EXC vs MDB
-28.4%
+76.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.1% |
| 7D | +0.3% | -17.4% | +17.7% | +0.2% |
| 30D | -3.7% | -2.0% | -1.7% | -3.7% |
| 3M | -1.3% | -3.0% | +1.7% | -1.3% |
| 6M | -9.7% | +48.7% | -58.4% | -9.8% |
| YTD | +2.9% | -12.1% | +15.0% | +3.0% |
| 1Y | +4.4% | +14.5% | -10.1% | +4.3% |
| 3Y | +22.2% | -6.1% | +28.4% | +22.4% |
| All | +47.6% | -28.4% | +76.0% | +43.3% |
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