+875.5%
MDB vs EXPE
+78.5%
+797.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +4.5% |
| 7D | -11.4% | -9.3% | -2.0% | -8.8% |
| 30D | -13.8% | +0.1% | -14.0% | -15.2% |
| 3M | -15.5% | -15.3% | -0.1% | -11.9% |
| 6M | +17.9% | +5.5% | +12.5% | +11.8% |
| YTD | -25.5% | -8.0% | -17.5% | -26.3% |
| 1Y | -12.1% | +18.9% | -31.0% | -21.9% |
| 3Y | -5.9% | +135.5% | -141.4% | -39.3% |
| 5Y | -43.7% | +44.3% | -88.0% | -57.7% |
| All | +875.5% | +78.5% | +797.0% | +498.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling