+942.1%
MDB vs EME
+880.9%
+61.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +6.8% | +8.4% | -1.5% | +3.7% |
| 30D | -6.2% | -11.5% | +5.3% | -2.1% |
| 3M | -29.2% | -20.6% | -8.6% | -23.7% |
| 6M | +10.3% | -28.5% | +38.8% | +21.7% |
| YTD | -20.4% | +8.0% | -28.4% | -27.2% |
| 1Y | -4.8% | +6.8% | -11.6% | -12.7% |
| 3Y | -11.6% | +213.9% | -225.5% | -51.5% |
| 5Y | -41.0% | +414.8% | -455.8% | -73.9% |
| All | +942.1% | +880.9% | +61.2% | +243.2% |
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