+875.5%
MDB vs EL
+12.6%
+862.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.8% |
| 3M | -15.5% | +29.2% | -44.6% | -25.9% |
| 6M | +17.9% | +27.9% | -10.0% | +2.5% |
| YTD | -25.5% | +6.2% | -31.7% | -31.4% |
| 1Y | -12.1% | +27.2% | -39.2% | -26.1% |
| 3Y | -5.9% | +3.2% | -9.1% | -23.0% |
| 5Y | -43.7% | -66.0% | +22.3% | -5.9% |
| All | +875.5% | +12.6% | +862.9% | +842.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling