-5.6%
MDB vs EFV
+92.7%
-98.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.9% |
| 7D | -18.0% | +1.0% | -19.0% | -18.7% |
| 30D | -10.7% | +0.2% | -10.9% | -10.9% |
| 3M | +1.0% | +9.6% | -8.6% | -7.2% |
| 6M | +31.6% | +14.0% | +17.6% | +15.1% |
| YTD | -15.2% | +18.5% | -33.6% | -28.1% |
| 1Y | +10.1% | +27.9% | -17.8% | -13.7% |
| 3Y | -5.6% | +92.4% | -98.1% | -51.9% |
| All | -5.6% | +92.7% | -98.3% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling