+1,017.5%
MDB vs EME
+1,021.5%
-4.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.6% |
| 7D | -4.5% | +2.7% | -7.3% | -5.6% |
| 30D | -14.0% | -6.8% | -7.2% | -12.0% |
| 3M | +5.3% | -8.8% | +14.2% | +6.9% |
| 6M | +31.9% | +5.0% | +26.9% | +25.0% |
| YTD | -14.6% | +23.5% | -38.1% | -25.2% |
| 1Y | +8.2% | +21.3% | -13.1% | -6.3% |
| 3Y | -5.0% | +241.1% | -246.1% | -49.0% |
| 5Y | -24.5% | +549.2% | -573.7% | -68.9% |
| All | +1,017.5% | +1,021.5% | -4.0% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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