+47.4%
MDB vs XE
-47.4%
+94.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.3% | +12.6% | +5.2% |
| 7D | -2.8% | -11.4% | +8.7% | -1.7% |
| 30D | -14.9% | -23.0% | +8.2% | -12.5% |
| 3M | +7.3% | -12.1% | +19.5% | +9.1% |
| All | +47.4% | -47.4% | +94.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · Available span rolling