-40.5%
MDB vs ED
+85.1%
-125.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.0% |
| 7D | +6.8% | +2.1% | +4.8% | +7.8% |
| 30D | -6.2% | +10.4% | -16.6% | -1.8% |
| 3M | -29.2% | +12.5% | -41.8% | -25.2% |
| 6M | +10.3% | +14.9% | -4.6% | +18.0% |
| YTD | -20.4% | +24.8% | -45.2% | -12.3% |
| 1Y | -4.8% | +23.8% | -28.7% | +4.8% |
| 3Y | -11.6% | +51.6% | -63.2% | -1.0% |
| All | -40.5% | +85.1% | -125.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling