-40.1%
MDB vs ET
+217.1%
-257.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | +11.6% | +3.0% | +8.5% | +9.5% |
| 30D | -8.9% | -3.5% | -5.5% | -7.0% |
| 3M | -22.4% | -5.6% | -16.8% | -19.9% |
| 6M | +10.1% | +0.5% | +9.5% | +8.9% |
| YTD | -19.0% | +26.3% | -45.4% | -31.7% |
| 1Y | -7.0% | +25.7% | -32.7% | -21.6% |
| 3Y | -9.8% | +85.1% | -94.9% | -41.8% |
| 5Y | -40.1% | +216.4% | -256.5% | -66.0% |
| All | -40.1% | +217.1% | -257.1% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling