-24.7%
MDB vs ESI
+72.3%
-97.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -5.9% |
| 7D | -17.4% | +3.3% | -20.8% | -19.2% |
| 30D | -2.0% | -5.9% | +3.8% | +1.3% |
| 3M | -3.0% | -14.1% | +11.1% | +2.6% |
| 6M | +48.7% | +6.6% | +42.1% | +26.8% |
| YTD | -12.1% | +45.0% | -57.2% | -42.0% |
| 1Y | +14.5% | +41.5% | -27.0% | -24.2% |
| 3Y | -6.1% | +78.8% | -84.9% | -53.4% |
| All | -24.7% | +72.3% | -97.0% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling