+935.2%
MDB vs ES
+55.8%
+879.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | -14.0% | +5.9% | -19.9% | -15.1% |
| 3M | -20.3% | -1.0% | -19.3% | -20.4% |
| 6M | +10.9% | +7.2% | +3.7% | +8.7% |
| YTD | -20.9% | +7.0% | -27.9% | -22.8% |
| 1Y | -11.2% | +0.5% | -11.7% | -12.4% |
| 3Y | -11.9% | +48.7% | -60.6% | -22.3% |
| 5Y | -40.2% | +1.9% | -42.1% | -42.1% |
| All | +935.2% | +55.8% | +879.4% | +847.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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