-7.7%
MDB vs EXEL
+92.4%
-100.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.0% |
| 7D | -16.5% | +9.8% | -26.3% | -15.6% |
| 30D | -8.6% | +23.6% | -32.2% | -6.5% |
| 3M | -13.6% | +29.9% | -43.5% | -11.0% |
| 6M | +24.1% | +64.7% | -40.6% | +28.5% |
| YTD | -21.8% | +66.0% | -87.7% | -19.4% |
| 1Y | -7.7% | +92.0% | -99.7% | -1.0% |
| All | -7.7% | +92.4% | -100.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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