+788.9%
MDB vs EQH
+234.7%
+554.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -17.3% | +2.8% | -20.1% | -18.4% |
| 3M | +2.2% | +23.1% | -20.9% | -7.0% |
| 6M | +33.9% | +41.4% | -7.5% | +14.1% |
| YTD | -13.7% | +14.3% | -28.0% | -19.2% |
| 1Y | +9.1% | +1.6% | +7.5% | +6.6% |
| 3Y | -8.1% | +102.7% | -110.8% | -31.7% |
| 5Y | -25.9% | +104.5% | -130.4% | -44.3% |
| All | +788.9% | +234.7% | +554.2% | +422.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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