+875.5%
MDB vs ED
+94.9%
+780.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.3% |
| 7D | -11.4% | +1.6% | -13.0% | -11.1% |
| 30D | -13.8% | +13.3% | -27.1% | -12.1% |
| 3M | -15.5% | +9.7% | -25.2% | -14.1% |
| 6M | +17.9% | +12.8% | +5.1% | +20.4% |
| YTD | -25.5% | +22.3% | -47.8% | -23.3% |
| 1Y | -12.1% | +26.3% | -38.4% | -9.3% |
| 3Y | -5.9% | +45.0% | -50.9% | -3.3% |
| 5Y | -43.7% | +80.2% | -123.9% | -42.7% |
| All | +875.5% | +94.9% | +780.6% | +913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling