+1,010.1%
MDB vs EL
+4.0%
+1,006.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.5% |
| 7D | -18.0% | +1.7% | -19.7% | -18.8% |
| 30D | -10.7% | +15.5% | -26.2% | -17.2% |
| 3M | +1.0% | +20.6% | -19.6% | -8.3% |
| 6M | +31.6% | +10.5% | +21.2% | +21.9% |
| YTD | -15.2% | -1.9% | -13.3% | -18.7% |
| 1Y | +10.1% | +16.1% | -6.0% | -3.9% |
| 3Y | -5.6% | -30.2% | +24.6% | -3.1% |
| 5Y | -24.5% | -67.4% | +42.8% | +29.0% |
| All | +1,010.1% | +4.0% | +1,006.1% | +1,018.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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