-40.5%
MDB vs EIX
+18.4%
-58.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | +6.8% | +1.4% | +5.5% | +6.6% |
| 30D | -6.2% | +8.5% | -14.7% | -7.2% |
| 3M | -29.2% | -13.5% | -15.8% | -28.6% |
| 6M | +10.3% | -12.4% | +22.7% | +10.3% |
| YTD | -20.4% | +5.9% | -26.3% | -24.5% |
| 1Y | -4.8% | +7.6% | -12.4% | -10.3% |
| 3Y | -11.6% | +12.8% | -24.4% | -23.2% |
| All | -40.5% | +18.4% | -58.9% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling