-45.2%
MDB vs EW
-14.5%
-30.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.0% |
| 7D | -11.4% | +11.0% | -22.4% | -16.6% |
| 30D | -13.8% | +19.1% | -32.9% | -22.1% |
| 3M | -15.5% | +14.4% | -29.8% | -22.0% |
| 6M | +17.9% | +22.8% | -4.8% | +4.5% |
| YTD | -25.5% | +19.8% | -45.3% | -33.3% |
| 1Y | -12.1% | +23.9% | -36.0% | -23.1% |
| 3Y | -5.9% | +52.2% | -58.1% | -39.6% |
| All | -45.2% | -14.5% | -30.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling