+1,049.8%
MDB vs EXEL
+115.4%
+934.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -17.4% | +8.4% | -25.8% | -19.3% |
| 30D | -2.0% | +4.1% | -6.1% | -3.4% |
| 3M | -3.0% | +12.4% | -15.4% | -6.6% |
| 6M | +48.7% | +41.5% | +7.1% | +33.2% |
| YTD | -12.1% | +34.6% | -46.8% | -20.3% |
| 1Y | +14.5% | +57.9% | -43.4% | -1.8% |
| 3Y | -6.1% | +159.5% | -165.6% | -34.9% |
| 5Y | -27.3% | +198.5% | -225.8% | -52.4% |
| All | +1,049.8% | +115.4% | +934.4% | +602.8% |
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