+954.3%
MDB vs EFV
+112.3%
+842.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +3.0% | -1.0% | +4.0% | +4.1% |
| 30D | -11.3% | +3.1% | -14.4% | -14.0% |
| 3M | -23.0% | -1.2% | -21.8% | -22.2% |
| 6M | +14.8% | +5.6% | +9.1% | +8.0% |
| YTD | -19.4% | +15.8% | -35.2% | -31.1% |
| 1Y | -9.0% | +20.0% | -29.0% | -24.9% |
| 3Y | -10.3% | +91.0% | -101.2% | -54.2% |
| 5Y | -38.4% | +93.7% | -132.0% | -68.2% |
| All | +954.3% | +112.3% | +842.0% | +402.6% |
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