-8.4%
MDB vs ES
+50.7%
-59.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.3% | -7.2% |
| 7D | -20.9% | +5.9% | -26.8% | -20.8% |
| 30D | -15.6% | +10.2% | -25.8% | -15.5% |
| 3M | -19.1% | +0.4% | -19.5% | -18.9% |
| 6M | +14.2% | +6.9% | +7.3% | +14.1% |
| YTD | -27.4% | +10.5% | -37.9% | -28.0% |
| 1Y | -13.0% | +3.2% | -16.2% | -13.1% |
| All | -8.4% | +50.7% | -59.0% | -15.0% |
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