-5.9%
MDB vs ES
+46.3%
-52.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +2.6% |
| 7D | -11.4% | +1.9% | -13.3% | -11.4% |
| 30D | -13.8% | +7.1% | -20.9% | -13.9% |
| 3M | -15.5% | -1.9% | -13.5% | -15.4% |
| 6M | +17.9% | +4.4% | +13.6% | +17.6% |
| YTD | -25.5% | +7.3% | -32.8% | -26.1% |
| 1Y | -12.1% | +2.1% | -14.2% | -12.4% |
| 3Y | -5.9% | +41.8% | -47.7% | -12.8% |
| All | -5.9% | +46.3% | -52.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling