-10.1%
MDB vs EW
+60.7%
-70.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +11.6% | +4.9% | +6.6% | +10.3% |
| 30D | -8.9% | +24.1% | -33.0% | -13.5% |
| 3M | -22.4% | +13.7% | -36.1% | -24.8% |
| 6M | +10.1% | +32.7% | -22.6% | +3.2% |
| YTD | -19.0% | +24.1% | -43.1% | -23.1% |
| 1Y | -7.0% | +23.6% | -30.6% | -11.6% |
| All | -10.1% | +60.7% | -70.8% | -25.6% |
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 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