-10.1%
MDB vs ECL
+77.0%
-87.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +11.6% | -0.5% | +12.0% | +11.6% |
| 30D | -8.9% | +6.6% | -15.5% | -10.1% |
| 3M | -22.4% | +9.6% | -32.0% | -24.0% |
| 6M | +10.1% | +21.6% | -11.5% | +4.2% |
| YTD | -19.0% | +16.9% | -35.9% | -22.7% |
| 1Y | -7.0% | +17.9% | -24.9% | -11.9% |
| All | -10.1% | +77.0% | -87.1% | -28.5% |
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