-9.1%
MDB vs EOSE
+49.8%
-58.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.9% |
| 7D | -4.5% | +15.0% | -19.5% | -5.6% |
| 30D | -14.0% | +2.5% | -16.5% | -14.4% |
| 3M | +5.3% | -33.7% | +39.0% | +7.4% |
| 6M | +31.9% | -32.7% | +64.6% | +33.2% |
| YTD | -14.6% | -63.8% | +49.2% | -11.1% |
| 1Y | +8.2% | -40.5% | +48.8% | +5.5% |
| All | -9.1% | +49.8% | -58.9% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling