+942.1%
MDB vs D
+27.2%
+914.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +6.8% | -1.4% | +8.2% | +7.1% |
| 30D | -6.2% | +7.7% | -13.9% | -7.7% |
| 3M | -29.2% | -0.3% | -29.0% | -29.3% |
| 6M | +10.3% | +10.1% | +0.2% | +7.8% |
| YTD | -20.4% | +19.1% | -39.4% | -23.7% |
| 1Y | -4.8% | +15.9% | -20.7% | -8.4% |
| 3Y | -11.6% | +75.0% | -86.6% | -24.9% |
| 5Y | -41.0% | +13.4% | -54.4% | -43.8% |
| All | +942.1% | +27.2% | +914.9% | +910.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling