-24.5%
MDB vs EOSE
-69.1%
+44.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.1% |
| 7D | -4.5% | +15.0% | -19.5% | -6.2% |
| 30D | -14.0% | +2.5% | -16.5% | -14.8% |
| 3M | +5.3% | -33.7% | +39.0% | +8.5% |
| 6M | +31.9% | -32.7% | +64.6% | +33.0% |
| YTD | -14.6% | -63.8% | +49.2% | -9.8% |
| 1Y | +8.2% | -40.5% | +48.8% | +4.1% |
| 3Y | -5.0% | +50.4% | -55.4% | -29.1% |
| 5Y | -24.5% | -68.6% | +44.0% | -34.8% |
| All | -24.5% | -69.1% | +44.5% | -34.8% |
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