-11.6%
MDB vs EMB
+29.8%
-41.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.1% |
| 7D | +6.8% | -0.9% | +7.7% | +9.0% |
| 30D | -6.2% | +0.4% | -6.6% | -7.0% |
| 3M | -29.2% | -3.1% | -26.1% | -23.9% |
| 6M | +10.3% | -2.1% | +12.4% | +16.1% |
| YTD | -20.4% | -1.1% | -19.3% | -18.1% |
| 1Y | -4.8% | -0.1% | -4.8% | -4.2% |
| 3Y | -11.6% | +29.6% | -41.2% | -45.3% |
| All | -11.6% | +29.8% | -41.4% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling