-6.4%
MDB vs EXPE
+176.2%
-182.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.5% |
| 7D | -17.4% | -9.5% | -7.9% | -14.7% |
| 30D | -2.0% | -6.6% | +4.6% | -0.2% |
| 3M | -3.0% | +31.4% | -34.4% | -12.5% |
| 6M | +48.7% | +35.2% | +13.5% | +32.0% |
| YTD | -12.1% | +5.8% | -17.9% | -16.0% |
| 1Y | +14.5% | +38.7% | -24.2% | -0.2% |
| All | -6.4% | +176.2% | -182.7% | -34.8% |
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