+942.1%
MDB vs ED
+98.9%
+843.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.4% |
| 7D | +6.8% | +2.1% | +4.8% | +7.2% |
| 30D | -6.2% | +10.4% | -16.6% | -4.6% |
| 3M | -29.2% | +12.5% | -41.8% | -27.8% |
| 6M | +10.3% | +14.9% | -4.6% | +13.0% |
| YTD | -20.4% | +24.8% | -45.2% | -17.8% |
| 1Y | -4.8% | +23.8% | -28.7% | -1.7% |
| 3Y | -11.6% | +51.6% | -63.2% | -9.0% |
| 5Y | -41.0% | +86.4% | -127.5% | -39.8% |
| All | +942.1% | +98.9% | +843.2% | +986.5% |
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