+920.8%
MDB vs EW
+181.8%
+739.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.1% |
| 7D | -0.9% | +12.3% | -13.2% | -8.1% |
| 30D | -15.2% | +22.9% | -38.1% | -25.7% |
| 3M | -17.9% | +16.7% | -34.6% | -25.9% |
| 6M | +9.3% | +31.0% | -21.6% | -8.2% |
| YTD | -22.0% | +22.8% | -44.8% | -32.3% |
| 1Y | -9.3% | +25.6% | -34.9% | -22.7% |
| 3Y | -10.4% | +62.0% | -72.4% | -44.1% |
| 5Y | -43.2% | -12.8% | -30.5% | -42.1% |
| All | +920.8% | +181.8% | +739.0% | +422.0% |
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