-5.6%
MDB vs ETR
+153.2%
-158.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -3.3% |
| 7D | -18.0% | +1.4% | -19.4% | -17.9% |
| 30D | -10.7% | +1.9% | -12.6% | -10.5% |
| 3M | +1.0% | +1.0% | 0.0% | +1.1% |
| 6M | +31.6% | +4.8% | +26.8% | +31.4% |
| YTD | -15.2% | +19.5% | -34.7% | -15.7% |
| 1Y | +10.1% | +28.1% | -18.0% | +9.0% |
| 3Y | -5.6% | +151.1% | -156.8% | +5.6% |
| All | -5.6% | +153.2% | -158.8% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling