-6.4%
MDB vs ECL
+57.4%
-63.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -17.4% | -2.6% | -14.8% | -16.8% |
| 30D | -2.0% | -2.2% | +0.1% | -1.5% |
| 3M | -3.0% | +10.1% | -13.1% | -6.3% |
| 6M | +48.7% | -5.7% | +54.4% | +53.1% |
| YTD | -12.1% | +7.0% | -19.1% | -15.1% |
| 1Y | +14.5% | +2.7% | +11.8% | +12.5% |
| All | -6.4% | +57.4% | -63.9% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling