+875.5%
MDB vs ECL
+151.7%
+723.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.7% |
| 7D | -11.4% | -0.8% | -10.6% | -11.1% |
| 30D | -13.8% | +8.1% | -21.9% | -18.2% |
| 3M | -15.5% | +6.4% | -21.8% | -19.2% |
| 6M | +17.9% | +14.8% | +3.2% | +5.8% |
| YTD | -25.5% | +15.5% | -40.9% | -33.9% |
| 1Y | -12.1% | +20.1% | -32.2% | -24.4% |
| 3Y | -5.9% | +77.8% | -83.6% | -39.8% |
| 5Y | -43.7% | +37.9% | -81.6% | -58.8% |
| All | +875.5% | +151.7% | +723.8% | +354.2% |
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