+920.8%
MDB vs ED
+94.6%
+826.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.8% | +4.6% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -15.2% | +11.6% | -26.8% | -13.7% |
| 3M | -17.9% | +10.5% | -28.5% | -16.5% |
| 6M | +9.3% | +13.2% | -3.9% | +11.6% |
| YTD | -22.0% | +22.1% | -44.1% | -19.7% |
| 1Y | -9.3% | +24.2% | -33.5% | -6.5% |
| 3Y | -10.4% | +46.9% | -57.3% | -8.0% |
| 5Y | -43.2% | +80.8% | -124.1% | -42.2% |
| All | +920.8% | +94.6% | +826.2% | +960.7% |
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