+935.2%
MDB vs EW
+179.9%
+755.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | -1.0% | +9.3% | -10.3% | -6.6% |
| 30D | -14.0% | +22.1% | -36.0% | -24.3% |
| 3M | -20.3% | +13.0% | -33.3% | -26.7% |
| 6M | +10.9% | +30.1% | -19.2% | -6.5% |
| YTD | -20.9% | +22.0% | -42.9% | -31.1% |
| 1Y | -11.2% | +23.7% | -34.9% | -23.6% |
| 3Y | -11.9% | +62.0% | -73.9% | -45.1% |
| 5Y | -40.2% | -12.4% | -27.8% | -39.2% |
| All | +935.2% | +179.9% | +755.2% | +431.6% |
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