+1,049.8%
MDB vs ETR
+250.5%
+799.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -17.4% | +1.4% | -18.9% | -17.7% |
| 30D | -2.0% | +1.0% | -3.0% | -2.3% |
| 3M | -3.0% | -1.3% | -1.8% | -3.0% |
| 6M | +48.7% | +1.9% | +46.8% | +46.3% |
| YTD | -12.1% | +18.2% | -30.3% | -17.1% |
| 1Y | +14.5% | +24.7% | -10.2% | +6.2% |
| 3Y | -6.1% | +150.7% | -156.8% | -30.4% |
| 5Y | -27.3% | +127.0% | -154.4% | -45.0% |
| All | +1,049.8% | +250.5% | +799.3% | +682.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling