+875.5%
MDB vs EIX
+14.2%
+861.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.1% |
| 7D | -11.4% | +1.0% | -12.4% | -11.6% |
| 30D | -13.8% | +9.1% | -22.9% | -15.2% |
| 3M | -15.5% | -10.2% | -5.2% | -14.7% |
| 6M | +17.9% | -11.2% | +29.2% | +18.3% |
| YTD | -25.5% | +4.5% | -29.9% | -28.4% |
| 1Y | -12.1% | +10.9% | -23.0% | -16.9% |
| 3Y | -5.9% | +8.4% | -14.3% | -13.0% |
| 5Y | -43.7% | +18.0% | -61.7% | -49.3% |
| All | +875.5% | +14.2% | +861.3% | +749.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling