+61.6%
MDB vs EOSE
-60.6%
+122.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -1.8% | +1.8% | -3.6% | -2.1% |
| 30D | -17.3% | -6.8% | -10.4% | -17.3% |
| 3M | +2.2% | -36.3% | +38.5% | +5.7% |
| 6M | +33.9% | -38.8% | +72.6% | +36.4% |
| YTD | -13.7% | -65.5% | +51.8% | -8.5% |
| 1Y | +9.1% | -45.3% | +54.4% | +6.2% |
| 3Y | -8.1% | +44.2% | -52.3% | -30.5% |
| 5Y | -25.9% | -69.5% | +43.6% | -45.0% |
| All | +61.6% | -60.6% | +122.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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