-45.2%
MDB vs EAT
+361.6%
-406.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.7% |
| 7D | -11.4% | -2.6% | -8.7% | -10.7% |
| 30D | -13.8% | +11.5% | -25.3% | -17.5% |
| 3M | -15.5% | -9.1% | -6.3% | -14.0% |
| 6M | +17.9% | +40.4% | -22.5% | +0.7% |
| YTD | -25.5% | +43.9% | -69.4% | -38.4% |
| 1Y | -12.1% | +101.9% | -114.0% | -38.0% |
| 3Y | -5.9% | +489.9% | -495.7% | -67.8% |
| All | -45.2% | +361.6% | -406.9% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling