+920.8%
MDB vs EIX
+15.7%
+905.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.4% | +4.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -15.2% | +8.8% | -23.9% | -16.5% |
| 3M | -17.9% | -10.9% | -7.0% | -17.1% |
| 6M | +9.3% | -10.3% | +19.6% | +9.5% |
| YTD | -22.0% | +5.8% | -27.8% | -25.2% |
| 1Y | -9.3% | +11.4% | -20.7% | -14.3% |
| 3Y | -10.4% | +11.1% | -21.4% | -17.6% |
| 5Y | -43.2% | +18.5% | -61.7% | -48.9% |
| All | +920.8% | +15.7% | +905.1% | +787.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling