+1,049.8%
MDB vs ECL
+133.1%
+916.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -17.4% | -2.6% | -14.8% | -16.1% |
| 30D | -2.0% | -2.2% | +0.1% | -0.9% |
| 3M | -3.0% | +10.1% | -13.1% | -9.6% |
| 6M | +48.7% | -5.7% | +54.4% | +51.2% |
| YTD | -12.1% | +7.0% | -19.1% | -17.9% |
| 1Y | +14.5% | +2.7% | +11.8% | +9.0% |
| 3Y | -6.1% | +57.7% | -63.9% | -34.7% |
| 5Y | -27.3% | +31.1% | -58.5% | -44.7% |
| All | +1,049.8% | +133.1% | +916.7% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling