+920.8%
MDB vs ECL
+156.7%
+764.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -15.2% | +8.8% | -24.0% | -19.7% |
| 3M | -17.9% | +7.8% | -25.8% | -22.2% |
| 6M | +9.3% | +21.3% | -12.0% | -5.1% |
| YTD | -22.0% | +17.8% | -39.8% | -31.7% |
| 1Y | -9.3% | +21.1% | -30.4% | -22.3% |
| 3Y | -10.4% | +80.1% | -90.5% | -43.0% |
| 5Y | -43.2% | +40.5% | -83.7% | -58.9% |
| All | +920.8% | +156.7% | +764.1% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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