+1,010.1%
MDB vs ED
+78.0%
+932.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.3% |
| 7D | -18.0% | +0.5% | -18.5% | -18.0% |
| 30D | -10.7% | +1.1% | -11.8% | -10.6% |
| 3M | +1.0% | +4.6% | -3.7% | +1.7% |
| 6M | +31.6% | -2.0% | +33.6% | +31.8% |
| YTD | -15.2% | +11.7% | -26.9% | -14.0% |
| 1Y | +10.1% | +15.7% | -5.6% | +12.0% |
| 3Y | -5.6% | +34.4% | -40.0% | -4.6% |
| 5Y | -24.5% | +67.3% | -91.8% | -24.4% |
| All | +1,010.1% | +78.0% | +932.1% | +1,036.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ED 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling