+1,049.8%
MDB vs EL
+6.2%
+1,043.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -5.4% |
| 7D | -17.4% | +0.8% | -18.2% | -17.9% |
| 30D | -2.0% | +19.8% | -21.9% | -10.6% |
| 3M | -3.0% | +25.7% | -28.7% | -13.7% |
| 6M | +48.7% | +5.4% | +43.2% | +40.7% |
| YTD | -12.1% | +0.2% | -12.4% | -16.6% |
| 1Y | +14.5% | +20.4% | -5.9% | -1.8% |
| 3Y | -6.1% | -32.1% | +26.0% | -1.3% |
| 5Y | -27.3% | -67.2% | +39.9% | +23.9% |
| All | +1,049.8% | +6.2% | +1,043.6% | +1,046.8% |
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