-40.5%
MDB vs ES
+6.6%
-47.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | +6.8% | +2.7% | +4.1% | +6.5% |
| 30D | -6.2% | +7.6% | -13.8% | -7.1% |
| 3M | -29.2% | +0.5% | -29.7% | -29.3% |
| 6M | +10.3% | +7.6% | +2.7% | +8.8% |
| YTD | -20.4% | +10.2% | -30.6% | -22.2% |
| 1Y | -4.8% | +1.8% | -6.7% | -5.7% |
| 3Y | -11.6% | +55.4% | -67.0% | -22.9% |
| All | -40.5% | +6.6% | -47.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling