-40.5%
MDB vs ECL
+38.6%
-79.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.9% |
| 7D | +6.8% | +2.9% | +4.0% | +4.5% |
| 30D | -6.2% | +7.5% | -13.7% | -11.8% |
| 3M | -29.2% | +12.2% | -41.5% | -36.1% |
| 6M | +10.3% | +24.6% | -14.3% | -10.9% |
| YTD | -20.4% | +18.8% | -39.1% | -34.0% |
| 1Y | -4.8% | +19.3% | -24.2% | -21.9% |
| 3Y | -11.6% | +78.2% | -89.8% | -56.4% |
| All | -40.5% | +38.6% | -79.1% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling