-24.5%
MDB vs EME
+565.5%
-590.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.6% |
| 7D | -18.0% | +5.2% | -23.2% | -19.9% |
| 30D | -10.7% | -5.4% | -5.4% | -8.9% |
| 3M | +1.0% | -6.1% | +7.1% | +1.5% |
| 6M | +31.6% | +9.7% | +22.0% | +19.8% |
| YTD | -15.2% | +26.6% | -41.8% | -29.9% |
| 1Y | +10.1% | +24.6% | -14.5% | -11.4% |
| 3Y | -5.6% | +249.6% | -255.2% | -67.1% |
| 5Y | -24.5% | +556.6% | -581.1% | -86.2% |
| All | -24.5% | +565.5% | -590.0% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling