-7.7%
MDB vs ESI
+27.8%
-35.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.6% | -1.4% |
| 7D | -16.5% | -6.6% | -10.0% | -15.7% |
| 30D | -8.6% | -10.9% | +2.3% | -7.3% |
| 3M | -13.6% | -13.8% | +0.2% | -12.5% |
| 6M | +24.1% | -21.5% | +45.6% | +24.3% |
| YTD | -21.8% | +34.7% | -56.4% | -35.0% |
| 1Y | -7.7% | +24.9% | -32.6% | -21.9% |
| All | -7.7% | +27.8% | -35.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling