+920.8%
MDB vs EAT
+584.8%
+336.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.0% |
| 7D | -0.9% | -3.9% | +3.0% | -0.1% |
| 30D | -15.2% | +5.0% | -20.2% | -16.5% |
| 3M | -17.9% | -9.6% | -8.3% | -16.8% |
| 6M | +9.3% | +46.8% | -37.4% | -2.2% |
| YTD | -22.0% | +41.8% | -63.8% | -30.5% |
| 1Y | -9.3% | +98.3% | -107.6% | -26.3% |
| 3Y | -10.4% | +503.1% | -513.4% | -47.4% |
| 5Y | -43.2% | +356.7% | -399.9% | -65.5% |
| All | +920.8% | +584.8% | +336.0% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling