+367.6%
MDB vs EQX
+226.7%
+140.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.1% | +9.4% | +5.2% |
| 7D | -2.8% | -7.0% | +4.3% | -1.5% |
| 30D | -14.9% | +4.8% | -19.7% | -16.0% |
| 3M | +7.3% | +25.6% | -18.3% | +2.1% |
| 6M | +38.2% | -25.8% | +64.0% | +43.3% |
| YTD | -10.9% | -12.7% | +1.8% | -10.7% |
| 1Y | +11.6% | +14.1% | -2.4% | +5.7% |
| 3Y | -0.9% | +165.7% | -166.7% | -23.3% |
| 5Y | -23.5% | +81.2% | -104.7% | -40.0% |
| All | +367.6% | +226.7% | +140.9% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling