+954.3%
MDB vs EL
+14.9%
+939.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | -11.3% | +12.3% | -23.6% | -16.1% |
| 3M | -23.0% | +28.4% | -51.4% | -32.3% |
| 6M | +14.8% | +36.7% | -22.0% | -3.2% |
| YTD | -19.4% | +8.4% | -27.8% | -26.6% |
| 1Y | -9.0% | +25.4% | -34.4% | -22.9% |
| 3Y | -10.3% | +3.4% | -13.7% | -26.4% |
| 5Y | -38.4% | -64.8% | +26.4% | +1.3% |
| All | +954.3% | +14.9% | +939.4% | +909.8% |
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