-7.7%
MDB vs EXE
-18.4%
+10.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.1% |
| 7D | -16.5% | -4.7% | -11.9% | -16.5% |
| 30D | -8.6% | +1.0% | -9.6% | -8.6% |
| 3M | -13.6% | -5.6% | -8.0% | -13.6% |
| 6M | +24.1% | -12.3% | +36.4% | +23.1% |
| YTD | -21.8% | -19.5% | -2.3% | -24.0% |
| 1Y | -7.7% | -18.9% | +11.2% | -6.6% |
| All | -7.7% | -18.4% | +10.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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