-45.2%
MDB vs EL
-66.1%
+20.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.7% |
| 7D | -11.4% | +0.8% | -12.1% | -11.7% |
| 30D | -13.8% | +16.5% | -30.4% | -19.6% |
| 3M | -15.5% | +29.2% | -44.6% | -25.5% |
| 6M | +17.9% | +27.9% | -10.0% | +3.2% |
| YTD | -25.5% | +6.2% | -31.7% | -31.1% |
| 1Y | -12.1% | +27.2% | -39.2% | -25.8% |
| 3Y | -5.9% | +3.2% | -9.1% | -24.7% |
| All | -45.2% | -66.1% | +20.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling