-5.9%
MDB vs ECL
+78.2%
-84.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.0% |
| 7D | -11.4% | -0.8% | -10.6% | -11.2% |
| 30D | -13.8% | +8.1% | -21.9% | -15.2% |
| 3M | -15.5% | +6.4% | -21.8% | -16.6% |
| 6M | +17.9% | +14.8% | +3.2% | +13.7% |
| YTD | -25.5% | +15.5% | -40.9% | -28.7% |
| 1Y | -12.1% | +20.1% | -32.2% | -17.8% |
| 3Y | -5.9% | +77.8% | -83.6% | -20.5% |
| All | -5.9% | +78.2% | -84.0% | -20.5% |
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