-40.5%
MDB vs EME
+410.0%
-450.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +6.8% | +8.4% | -1.5% | +3.1% |
| 30D | -6.2% | -11.5% | +5.3% | -1.3% |
| 3M | -29.2% | -20.6% | -8.6% | -22.6% |
| 6M | +10.3% | -28.5% | +38.8% | +24.8% |
| YTD | -20.4% | +8.0% | -28.4% | -30.6% |
| 1Y | -4.8% | +6.8% | -11.6% | -16.7% |
| 3Y | -11.6% | +213.9% | -225.5% | -71.1% |
| All | -40.5% | +410.0% | -450.5% | -90.0% |
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 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