-11.6%
MDB vs EL
+3.0%
-14.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.9% |
| 7D | +6.8% | +1.5% | +5.3% | +6.4% |
| 30D | -6.2% | +10.0% | -16.2% | -8.3% |
| 3M | -29.2% | +28.4% | -57.7% | -33.7% |
| 6M | +10.3% | +37.1% | -26.8% | +1.0% |
| YTD | -20.4% | +7.8% | -28.2% | -23.7% |
| 1Y | -4.8% | +26.0% | -30.9% | -12.5% |
| 3Y | -11.6% | +3.8% | -15.4% | -24.7% |
| All | -11.6% | +3.0% | -14.5% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling