+1,065.8%
MDB vs EFV
+114.6%
+951.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | -2.8% | -2.0% | -0.8% | -0.8% |
| 30D | -14.9% | -0.2% | -14.7% | -14.8% |
| 3M | +7.3% | +9.1% | -1.8% | -1.9% |
| 6M | +38.2% | +11.7% | +26.5% | +22.4% |
| YTD | -10.9% | +17.0% | -28.0% | -24.5% |
| 1Y | +11.6% | +26.7% | -15.1% | -12.8% |
| 3Y | -0.9% | +90.2% | -91.1% | -49.1% |
| 5Y | -23.5% | +96.1% | -119.6% | -61.1% |
| All | +1,065.8% | +114.6% | +951.2% | +450.4% |
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