+50.5%
DRAM vs MDB
+33.1%
+17.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.7% | +5.6% |
| 7D | -9.8% | -0.9% | -8.9% | -9.5% |
| 30D | -26.9% | -15.2% | -11.8% | -25.7% |
| 3M | -17.4% | -17.9% | +0.5% | -15.4% |
| 6M | -20.9% | +9.3% | -30.2% | -13.6% |
| All | +50.5% | +33.1% | +17.4% | +63.9% |
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