+48.7%
MDB vs EL
+4.8%
+43.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.4% |
| 7D | -17.4% | +0.8% | -18.2% | -17.5% |
| 30D | -2.0% | +19.8% | -21.9% | -4.4% |
| 3M | -3.0% | +25.7% | -28.7% | -5.8% |
| 6M | +48.7% | +5.4% | +43.2% | +50.8% |
| All | +48.7% | +4.8% | +43.9% | +50.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling