-40.5%
MDB vs EOSE
-82.3%
+41.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -2.3% |
| 7D | +6.8% | +9.8% | -2.9% | +5.5% |
| 30D | -6.2% | -2.1% | -4.1% | -6.6% |
| 3M | -29.2% | -54.1% | +24.8% | -24.2% |
| 6M | +10.3% | -76.9% | +87.2% | +26.2% |
| YTD | -20.4% | -83.3% | +63.0% | -9.3% |
| 1Y | -4.8% | -87.4% | +82.6% | +11.5% |
| 3Y | -11.6% | +61.9% | -73.4% | -36.9% |
| All | -40.5% | -82.3% | +41.8% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling