+875.5%
MDB vs EMB
+21.9%
+853.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -11.4% | -0.1% | -11.3% | -11.2% |
| 30D | -13.8% | +1.3% | -15.1% | -16.1% |
| 3M | -15.5% | -2.2% | -13.2% | -11.0% |
| 6M | +17.9% | -2.3% | +20.3% | +24.4% |
| YTD | -25.5% | -0.6% | -24.8% | -24.1% |
| 1Y | -12.1% | +0.5% | -12.6% | -12.3% |
| 3Y | -5.9% | +29.4% | -35.3% | -43.5% |
| 5Y | -43.7% | +6.5% | -50.2% | -48.6% |
| All | +875.5% | +21.9% | +853.6% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling