+954.3%
MDB vs ED
+95.9%
+858.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +3.0% | -0.9% | +3.9% | +2.8% |
| 30D | -11.3% | +11.2% | -22.5% | -9.8% |
| 3M | -23.0% | +11.8% | -34.8% | -21.6% |
| 6M | +14.8% | +14.1% | +0.7% | +17.3% |
| YTD | -19.4% | +23.0% | -42.4% | -17.0% |
| 1Y | -9.0% | +23.7% | -32.6% | -6.1% |
| 3Y | -10.3% | +47.7% | -58.0% | -7.8% |
| 5Y | -38.4% | +82.6% | -121.0% | -37.2% |
| All | +954.3% | +95.9% | +858.4% | +996.6% |
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