+1,010.1%
MDB vs EMB
+24.5%
+985.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.2% |
| 7D | -18.0% | +0.3% | -18.3% | -18.5% |
| 30D | -10.7% | -0.5% | -10.2% | -9.8% |
| 3M | +1.0% | +0.3% | +0.7% | +0.5% |
| 6M | +31.6% | +1.2% | +30.4% | +28.6% |
| YTD | -15.2% | +1.5% | -16.6% | -17.6% |
| 1Y | +10.1% | +4.8% | +5.3% | +0.3% |
| 3Y | -5.6% | +30.4% | -36.0% | -44.3% |
| 5Y | -24.5% | +7.3% | -31.8% | -32.6% |
| All | +1,010.1% | +24.5% | +985.6% | +682.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling