-10.9%
DOW vs MDB
+158.9%
-169.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | -6.0% | -4.5% | -1.5% | -5.6% |
| 30D | -2.7% | -14.0% | +11.2% | -1.6% |
| 3M | -10.5% | +5.3% | -15.8% | -11.6% |
| 6M | -12.4% | +31.9% | -44.3% | -16.3% |
| YTD | +30.0% | -14.6% | +44.6% | +29.5% |
| 1Y | +27.8% | +8.2% | +19.6% | +23.3% |
| 3Y | -34.9% | -5.0% | -29.9% | -39.3% |
| 5Y | -35.9% | -24.5% | -11.3% | -42.4% |
| All | -10.9% | +158.9% | -169.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling