+1,049.8%
MDB vs EME
+1,021.3%
+28.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.7% |
| 7D | -17.4% | +1.9% | -19.3% | -18.0% |
| 30D | -2.0% | -8.3% | +6.2% | +0.9% |
| 3M | -3.0% | -10.7% | +7.7% | -0.6% |
| 6M | +48.7% | +1.9% | +46.8% | +42.6% |
| YTD | -12.1% | +23.5% | -35.6% | -22.9% |
| 1Y | +14.5% | +18.0% | -3.5% | +0.4% |
| 3Y | -6.1% | +236.1% | -242.3% | -49.3% |
| 5Y | -27.3% | +527.9% | -555.2% | -69.8% |
| All | +1,049.8% | +1,021.3% | +28.5% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling