-7.7%
MDB vs D
+23.9%
-31.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | 0.0% |
| 7D | -16.5% | +8.5% | -25.0% | -13.2% |
| 30D | -8.6% | +14.3% | -22.9% | -3.0% |
| 3M | -13.6% | +1.8% | -15.4% | -12.1% |
| 6M | +24.1% | +13.0% | +11.0% | +29.4% |
| YTD | -21.8% | +22.7% | -44.5% | -9.5% |
| 1Y | -7.7% | +22.6% | -30.3% | +7.2% |
| All | -7.7% | +23.9% | -31.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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 · 6 months rolling