+920.8%
MDB vs EXEL
+161.8%
+759.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.8% |
| 7D | -0.9% | +2.3% | -3.2% | -1.4% |
| 30D | -15.2% | +19.8% | -35.0% | -19.1% |
| 3M | -17.9% | +32.7% | -50.6% | -24.1% |
| 6M | +9.3% | +49.0% | -39.6% | -2.6% |
| YTD | -22.0% | +63.7% | -85.7% | -32.8% |
| 1Y | -9.3% | +75.8% | -85.1% | -23.7% |
| 3Y | -10.4% | +241.3% | -251.7% | -42.3% |
| 5Y | -43.2% | +289.0% | -332.3% | -65.2% |
| All | +920.8% | +161.8% | +759.0% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling