+1,010.1%
MDB vs EXEL
+110.5%
+899.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.9% |
| 7D | -18.0% | +1.4% | -19.4% | -18.4% |
| 30D | -10.7% | +6.7% | -17.4% | -12.5% |
| 3M | +1.0% | +11.5% | -10.5% | -2.5% |
| 6M | +31.6% | +38.8% | -7.2% | +18.6% |
| YTD | -15.2% | +31.6% | -46.8% | -22.6% |
| 1Y | +10.1% | +53.0% | -42.9% | -4.8% |
| 3Y | -5.6% | +160.8% | -166.5% | -34.8% |
| 5Y | -24.5% | +190.1% | -214.6% | -50.1% |
| All | +1,010.1% | +110.5% | +899.6% | +582.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling