+1,010.1%
MDB vs ESI
+256.1%
+754.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | -18.0% | +5.4% | -23.4% | -20.2% |
| 30D | -10.7% | -4.2% | -6.5% | -9.1% |
| 3M | +1.0% | -9.6% | +10.6% | +3.1% |
| 6M | +31.6% | +18.3% | +13.3% | +12.4% |
| YTD | -15.2% | +45.8% | -61.0% | -35.9% |
| 1Y | +10.1% | +39.2% | -29.0% | -15.3% |
| 3Y | -5.6% | +86.3% | -91.9% | -39.4% |
| 5Y | -24.5% | +76.2% | -100.7% | -49.0% |
| All | +1,010.1% | +256.1% | +754.0% | +393.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling