-5.9%
MDB vs EXPE
+131.0%
-136.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +4.2% |
| 7D | -11.4% | -9.3% | -2.0% | -9.2% |
| 30D | -13.8% | +0.1% | -14.0% | -15.0% |
| 3M | -15.5% | -15.3% | -0.1% | -12.5% |
| 6M | +17.9% | +5.5% | +12.5% | +12.5% |
| YTD | -25.5% | -8.0% | -17.5% | -26.5% |
| 1Y | -12.1% | +18.9% | -31.0% | -20.3% |
| 3Y | -5.9% | +135.5% | -141.4% | -37.3% |
| All | -5.9% | +131.0% | -136.8% | -37.3% |
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