+935.2%
MDB vs ED
+96.1%
+839.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.5% |
| 7D | -1.0% | +2.1% | -3.1% | -0.7% |
| 30D | -14.0% | +12.4% | -26.4% | -12.4% |
| 3M | -20.3% | +13.1% | -33.5% | -18.7% |
| 6M | +10.9% | +14.1% | -3.2% | +13.4% |
| YTD | -20.9% | +23.1% | -44.0% | -18.5% |
| 1Y | -11.2% | +25.4% | -36.7% | -8.4% |
| 3Y | -11.9% | +47.9% | -59.8% | -9.5% |
| 5Y | -40.2% | +81.9% | -122.0% | -39.0% |
| All | +935.2% | +96.1% | +839.1% | +976.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling