-24.5%
MDB vs ET
+242.4%
-266.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -4.5% | +0.6% | -5.2% | -4.9% |
| 30D | -14.0% | +5.3% | -19.3% | -16.7% |
| 3M | +5.3% | +15.6% | -10.3% | -3.8% |
| 6M | +31.9% | +20.6% | +11.3% | +17.0% |
| YTD | -14.6% | +38.5% | -53.1% | -30.4% |
| 1Y | +8.2% | +35.7% | -27.5% | -11.0% |
| 3Y | -5.0% | +98.4% | -103.4% | -37.6% |
| 5Y | -24.5% | +245.3% | -269.8% | -58.3% |
| All | -24.5% | +242.4% | -266.9% | -58.3% |
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