-10.4%
MDB vs ETR
+153.6%
-163.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.8% |
| 7D | -0.9% | +1.7% | -2.7% | -0.7% |
| 30D | -15.2% | +8.7% | -23.9% | -14.0% |
| 3M | -17.9% | +4.9% | -22.8% | -17.3% |
| 6M | +9.3% | +0.8% | +8.5% | +10.0% |
| YTD | -22.0% | +23.1% | -45.1% | -22.0% |
| 1Y | -9.3% | +17.9% | -27.2% | -9.1% |
| 3Y | -10.4% | +154.5% | -164.9% | +8.5% |
| All | -10.4% | +153.6% | -163.9% | +8.5% |
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