-12.1%
MDB vs EW
+23.2%
-35.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.2% |
| 7D | -11.4% | +11.0% | -22.4% | -15.3% |
| 30D | -13.8% | +19.1% | -32.9% | -20.1% |
| 3M | -15.5% | +14.4% | -29.8% | -20.2% |
| 6M | +17.9% | +22.8% | -4.8% | +8.5% |
| YTD | -25.5% | +19.8% | -45.3% | -29.5% |
| 1Y | -12.1% | +23.9% | -36.0% | -16.0% |
| All | -12.1% | +23.2% | -35.3% | -16.0% |
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 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