+959.5%
MDB vs ECL
+154.8%
+804.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.2% |
| 7D | +11.6% | -0.5% | +12.0% | +11.9% |
| 30D | -8.9% | +6.6% | -15.5% | -12.7% |
| 3M | -22.4% | +9.6% | -32.0% | -27.2% |
| 6M | +10.1% | +21.6% | -11.5% | -4.7% |
| YTD | -19.0% | +16.9% | -35.9% | -28.8% |
| 1Y | -7.0% | +17.9% | -24.9% | -18.9% |
| 3Y | -9.8% | +76.5% | -86.3% | -41.9% |
| 5Y | -40.1% | +36.6% | -76.7% | -56.0% |
| All | +959.5% | +154.8% | +804.7% | +389.8% |
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