+1,010.1%
MDB vs EW
+133.4%
+876.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -1.2% |
| 7D | -18.0% | -4.4% | -13.6% | -15.6% |
| 30D | -10.7% | -3.3% | -7.4% | -8.8% |
| 3M | +1.0% | +1.0% | 0.0% | +0.2% |
| 6M | +31.6% | +6.2% | +25.4% | +26.4% |
| YTD | -15.2% | +1.7% | -16.9% | -16.7% |
| 1Y | +10.1% | +8.1% | +2.0% | +3.3% |
| 3Y | -5.6% | +17.1% | -22.7% | -26.1% |
| 5Y | -24.5% | -29.4% | +4.8% | -11.2% |
| All | +1,010.1% | +133.4% | +876.7% | +542.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling