-18.6%
MDB vs EXE
+163.0%
-181.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +11.6% | +3.6% | +8.0% | +10.5% |
| 30D | -8.9% | -4.3% | -4.6% | -7.8% |
| 3M | -22.4% | -7.7% | -14.7% | -20.7% |
| 6M | +10.1% | -7.2% | +17.3% | +12.2% |
| YTD | -19.0% | -18.5% | -0.5% | -15.1% |
| 1Y | -7.0% | -24.4% | +17.3% | -0.7% |
| 3Y | -9.8% | +21.6% | -31.4% | -17.2% |
| 5Y | -40.1% | +77.3% | -117.4% | -47.0% |
| All | -18.6% | +163.0% | -181.6% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling