+1,017.5%
MDB vs EAT
+624.5%
+393.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.4% |
| 7D | -4.5% | -6.8% | +2.3% | -3.0% |
| 30D | -14.0% | -5.4% | -8.6% | -13.3% |
| 3M | +5.3% | +42.8% | -37.4% | -4.1% |
| 6M | +31.9% | +56.5% | -24.6% | +15.8% |
| YTD | -14.6% | +50.0% | -64.6% | -24.6% |
| 1Y | +8.2% | +38.3% | -30.0% | -3.4% |
| 3Y | -5.0% | +591.6% | -596.7% | -46.0% |
| 5Y | -24.5% | +312.6% | -337.2% | -53.4% |
| All | +1,017.5% | +624.5% | +393.0% | +464.3% |
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