+14.5%
MDB vs ETR
+23.8%
-9.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.4% |
| 7D | -17.4% | +1.4% | -18.9% | -16.7% |
| 30D | -2.0% | +1.0% | -3.0% | -1.3% |
| 3M | -3.0% | -1.3% | -1.8% | -3.2% |
| 6M | +48.7% | +1.9% | +46.8% | +48.9% |
| YTD | -12.1% | +18.2% | -30.3% | -9.8% |
| 1Y | +14.5% | +24.7% | -10.2% | +15.6% |
| All | +14.5% | +23.8% | -9.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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