-5.9%
MDB vs EW
+51.9%
-57.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.4% |
| 7D | -11.4% | +11.0% | -22.4% | -13.6% |
| 30D | -13.8% | +19.1% | -32.9% | -17.4% |
| 3M | -15.5% | +14.4% | -29.8% | -18.2% |
| 6M | +17.9% | +22.8% | -4.8% | +12.5% |
| YTD | -25.5% | +19.8% | -45.3% | -28.5% |
| 1Y | -12.1% | +23.9% | -36.0% | -16.3% |
| 3Y | -5.9% | +52.2% | -58.1% | -16.4% |
| All | -5.9% | +51.9% | -57.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling