+8.2%
MDB vs ETR
+26.7%
-18.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | -0.1% |
| 7D | -4.5% | +0.4% | -4.9% | -4.3% |
| 30D | -14.0% | +2.0% | -16.0% | -12.8% |
| 3M | +5.3% | -1.7% | +7.0% | +4.7% |
| 6M | +31.9% | +3.6% | +28.3% | +32.3% |
| YTD | -14.6% | +18.0% | -32.7% | -12.3% |
| 1Y | +8.2% | +26.2% | -18.0% | +8.7% |
| All | +8.2% | +26.7% | -18.4% | +8.7% |
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