-11.6%
MDB vs EOSE
+48.1%
-59.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -2.1% |
| 7D | +6.8% | +9.8% | -2.9% | +5.9% |
| 30D | -6.2% | -2.1% | -4.1% | -6.4% |
| 3M | -29.2% | -54.1% | +24.8% | -25.8% |
| 6M | +10.3% | -76.9% | +87.2% | +21.2% |
| YTD | -20.4% | -83.3% | +63.0% | -12.4% |
| 1Y | -4.8% | -87.4% | +82.6% | +7.1% |
| 3Y | -11.6% | +61.9% | -73.4% | -29.4% |
| All | -11.6% | +48.1% | -59.6% | -29.4% |
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