+959.5%
MDB vs EL
+13.0%
+946.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +11.6% | +2.7% | +8.9% | +10.3% |
| 30D | -8.9% | +10.8% | -19.7% | -13.3% |
| 3M | -22.4% | +26.5% | -48.9% | -31.3% |
| 6M | +10.1% | +31.1% | -21.1% | -5.4% |
| YTD | -19.0% | +6.6% | -25.7% | -25.7% |
| 1Y | -7.0% | +21.8% | -28.8% | -20.1% |
| 3Y | -9.8% | +1.8% | -11.6% | -25.5% |
| 5Y | -40.1% | -65.6% | +25.5% | -0.4% |
| All | +959.5% | +13.0% | +946.5% | +922.2% |
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