-40.2%
MDB vs EFV
+92.6%
-132.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | -1.0% | +2.1% | -3.2% | -3.8% |
| 30D | -14.0% | +3.1% | -17.0% | -17.4% |
| 3M | -20.3% | -1.3% | -19.0% | -19.2% |
| 6M | +10.9% | +6.0% | +4.8% | +1.5% |
| YTD | -20.9% | +15.8% | -36.7% | -36.6% |
| 1Y | -11.2% | +21.1% | -32.3% | -33.3% |
| 3Y | -11.9% | +91.0% | -102.9% | -68.6% |
| 5Y | -40.2% | +94.3% | -134.5% | -79.2% |
| All | -40.2% | +92.6% | -132.8% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling