-9.1%
MDB vs EME
+240.3%
-249.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.4% |
| 7D | -4.5% | +2.7% | -7.3% | -5.3% |
| 30D | -14.0% | -6.8% | -7.2% | -12.4% |
| 3M | +5.3% | -8.8% | +14.2% | +6.8% |
| 6M | +31.9% | +5.0% | +26.9% | +25.2% |
| YTD | -14.6% | +23.5% | -38.1% | -25.1% |
| 1Y | +8.2% | +21.3% | -13.1% | -7.2% |
| All | -9.1% | +240.3% | -249.4% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling