+959.5%
MDB vs EAT
+564.9%
+394.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.8% |
| 7D | +11.6% | -7.1% | +18.6% | +13.3% |
| 30D | -8.9% | -2.3% | -6.6% | -8.8% |
| 3M | -22.4% | -19.6% | -2.8% | -19.1% |
| 6M | +10.1% | +46.0% | -36.0% | -1.5% |
| YTD | -19.0% | +37.7% | -56.7% | -27.4% |
| 1Y | -7.0% | +73.8% | -80.8% | -21.9% |
| 3Y | -9.8% | +482.1% | -491.9% | -46.6% |
| 5Y | -40.1% | +362.5% | -402.5% | -63.5% |
| All | +959.5% | +564.9% | +394.6% | +442.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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