+48.7%
MDB vs ESI
+7.2%
+41.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -3.8% |
| 7D | -17.4% | +3.3% | -20.8% | -17.2% |
| 30D | -2.0% | -5.9% | +3.8% | -2.7% |
| 3M | -3.0% | -14.1% | +11.1% | -5.4% |
| 6M | +48.7% | +6.6% | +42.1% | +40.0% |
| All | +48.7% | +7.2% | +41.5% | +40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling