-11.2%
MDB vs ED
+25.7%
-36.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +2.4% |
| 7D | -1.0% | +2.1% | -3.1% | +1.9% |
| 30D | -14.0% | +12.4% | -26.4% | +0.4% |
| 3M | -20.3% | +13.1% | -33.5% | -6.3% |
| 6M | +10.9% | +14.1% | -3.2% | +34.9% |
| YTD | -20.9% | +23.1% | -44.0% | +11.3% |
| 1Y | -11.2% | +25.4% | -36.7% | +28.7% |
| All | -11.2% | +25.7% | -36.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling