-11.6%
MDB vs EXE
+191.4%
-203.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -17.4% | -0.3% | -17.2% | -17.4% |
| 30D | -2.0% | +8.5% | -10.5% | -4.2% |
| 3M | -3.0% | +5.5% | -8.5% | -4.6% |
| 6M | +48.7% | -5.9% | +54.6% | +50.5% |
| YTD | -12.1% | -9.7% | -2.4% | -10.3% |
| 1Y | +14.5% | +3.6% | +10.9% | +11.1% |
| 3Y | -6.1% | +18.0% | -24.2% | -13.0% |
| 5Y | -27.3% | +109.4% | -136.8% | -38.0% |
| All | -11.6% | +191.4% | -203.0% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling