+1,049.8%
MDB vs EFV
+118.6%
+931.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -17.4% | +1.5% | -18.9% | -18.7% |
| 30D | -2.0% | +1.7% | -3.8% | -3.7% |
| 3M | -3.0% | +8.6% | -11.7% | -10.9% |
| 6M | +48.7% | +11.7% | +37.0% | +31.6% |
| YTD | -12.1% | +19.3% | -31.4% | -26.9% |
| 1Y | +14.5% | +30.2% | -15.7% | -12.9% |
| 3Y | -6.1% | +91.6% | -97.7% | -52.1% |
| 5Y | -27.3% | +96.4% | -123.7% | -63.2% |
| All | +1,049.8% | +118.6% | +931.2% | +432.9% |
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 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