+1,029.4%
MDB vs EQIX
+162.2%
+867.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -4.1% |
| 7D | -1.8% | +0.2% | -1.9% | -2.0% |
| 30D | -17.3% | -2.5% | -14.8% | -15.9% |
| 3M | +2.2% | 0.0% | +2.2% | +0.7% |
| 6M | +33.9% | +7.6% | +26.2% | +23.9% |
| YTD | -13.7% | +37.5% | -51.2% | -35.0% |
| 1Y | +9.1% | +32.9% | -23.8% | -16.1% |
| 3Y | -8.1% | +42.8% | -50.9% | -33.9% |
| 5Y | -25.9% | +35.8% | -61.7% | -44.9% |
| All | +1,029.4% | +162.2% | +867.3% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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