-11.6%
MDB vs EXPE
+121.7%
-133.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.3% |
| 7D | +6.8% | -0.5% | +7.3% | +7.0% |
| 30D | -6.2% | -6.1% | -0.1% | -5.5% |
| 3M | -29.2% | -21.3% | -7.9% | -25.1% |
| 6M | +10.3% | +19.0% | -8.7% | +1.4% |
| YTD | -20.4% | -8.4% | -11.9% | -21.4% |
| 1Y | -4.8% | -2.8% | -2.0% | -7.8% |
| 3Y | -11.6% | +120.8% | -132.3% | -31.3% |
| All | -11.6% | +121.7% | -133.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling