+942.1%
MDB vs EFV
+112.8%
+829.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | +6.8% | +2.5% | +4.3% | +4.3% |
| 30D | -6.2% | +2.9% | -9.1% | -8.9% |
| 3M | -29.2% | -1.4% | -27.8% | -28.3% |
| 6M | +10.3% | +5.5% | +4.8% | +4.0% |
| YTD | -20.4% | +16.1% | -36.4% | -32.0% |
| 1Y | -4.8% | +20.3% | -25.1% | -21.7% |
| 3Y | -11.6% | +90.4% | -102.0% | -54.7% |
| 5Y | -41.0% | +93.5% | -134.5% | -69.6% |
| All | +942.1% | +112.8% | +829.3% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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