-24.7%
MDB vs ED
+67.1%
-91.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -4.6% |
| 7D | -17.4% | -0.2% | -17.3% | -17.5% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | -3.0% | +3.9% | -6.9% | -1.2% |
| 6M | +48.7% | -3.0% | +51.7% | +48.4% |
| YTD | -12.1% | +10.7% | -22.8% | -8.4% |
| 1Y | +14.5% | +13.3% | +1.2% | +20.4% |
| 3Y | -6.1% | +34.5% | -40.6% | 0.0% |
| All | -24.7% | +67.1% | -91.8% | -11.9% |
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