+959.5%
MDB vs EFV
+112.0%
+847.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +11.6% | +0.7% | +10.8% | +10.7% |
| 30D | -8.9% | +2.0% | -10.9% | -10.7% |
| 3M | -22.4% | -1.6% | -20.8% | -21.2% |
| 6M | +10.1% | +5.8% | +4.3% | +3.5% |
| YTD | -19.0% | +15.6% | -34.7% | -30.6% |
| 1Y | -7.0% | +19.0% | -26.0% | -22.6% |
| 3Y | -9.8% | +90.7% | -100.5% | -53.9% |
| 5Y | -40.1% | +92.8% | -132.8% | -69.0% |
| All | +959.5% | +112.0% | +847.5% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling