+14.5%
MDB vs EW
+11.0%
+3.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -17.4% | -0.3% | -17.1% | -17.3% |
| 30D | -2.0% | +1.0% | -3.1% | -2.3% |
| 3M | -3.0% | +2.8% | -5.8% | -4.0% |
| 6M | +48.7% | +5.5% | +43.2% | +45.0% |
| YTD | -12.1% | +5.5% | -17.6% | -12.6% |
| 1Y | +14.5% | +11.0% | +3.5% | +8.1% |
| All | +14.5% | +11.0% | +3.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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