+942.1%
MDB vs ET
+144.2%
+797.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.8% | +2.5% | +4.3% | +5.9% |
| 30D | -6.2% | -2.5% | -3.7% | -5.4% |
| 3M | -29.2% | -4.9% | -24.4% | -28.1% |
| 6M | +10.3% | -0.1% | +10.4% | +10.0% |
| YTD | -20.4% | +26.2% | -46.6% | -27.2% |
| 1Y | -4.8% | +25.2% | -30.0% | -12.8% |
| 3Y | -11.6% | +84.2% | -95.8% | -28.4% |
| 5Y | -41.0% | +216.1% | -257.1% | -58.9% |
| All | +942.1% | +144.2% | +797.9% | +646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling