-8.1%
MDB vs EQX
+168.9%
-177.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.4% |
| 7D | -1.8% | -3.2% | +1.4% | -1.3% |
| 30D | -17.3% | +7.8% | -25.0% | -18.6% |
| 3M | +2.2% | +21.3% | -19.1% | -1.7% |
| 6M | +33.9% | -22.4% | +56.3% | +37.1% |
| YTD | -13.7% | -11.3% | -2.4% | -13.5% |
| 1Y | +9.1% | +13.5% | -4.4% | +4.5% |
| 3Y | -8.1% | +162.1% | -170.3% | -21.2% |
| All | -8.1% | +168.9% | -177.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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