-7.7%
MDB vs ET
+24.7%
-32.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -2.3% |
| 7D | -16.5% | -6.0% | -10.5% | -16.9% |
| 30D | -8.6% | -6.1% | -2.5% | -9.1% |
| 3M | -13.6% | -2.7% | -10.9% | -14.0% |
| 6M | +24.1% | +0.2% | +23.8% | +24.1% |
| YTD | -21.8% | +24.3% | -46.1% | -6.1% |
| 1Y | -7.7% | +26.4% | -34.1% | +12.8% |
| All | -7.7% | +24.7% | -32.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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