-7.7%
MDB vs EIX
+18.9%
-26.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -1.5% |
| 7D | -16.5% | +4.5% | -21.0% | -15.8% |
| 30D | -8.6% | +15.2% | -23.8% | -5.9% |
| 3M | -13.6% | -11.6% | -2.0% | -17.7% |
| 6M | +24.1% | -8.4% | +32.4% | +22.1% |
| YTD | -21.8% | +8.2% | -30.0% | -11.7% |
| 1Y | -7.7% | +16.6% | -24.3% | +16.5% |
| All | -7.7% | +18.9% | -26.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling