-12.4%
MDB vs EW
+26.8%
-39.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.6% |
| 7D | -0.9% | +12.3% | -13.2% | -5.6% |
| 30D | -15.2% | +22.9% | -38.1% | -22.2% |
| 3M | -17.9% | +16.7% | -34.6% | -23.1% |
| 6M | +9.3% | +31.0% | -21.6% | -1.0% |
| YTD | -22.0% | +22.8% | -44.8% | -27.0% |
| All | -12.4% | +26.8% | -39.3% | -17.7% |
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