+875.5%
MDB vs D
+29.0%
+846.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | -11.4% | +3.0% | -14.3% | -11.9% |
| 30D | -13.8% | +11.5% | -25.3% | -15.7% |
| 3M | -15.5% | +3.7% | -19.2% | -16.1% |
| 6M | +17.9% | +13.5% | +4.4% | +14.6% |
| YTD | -25.5% | +20.7% | -46.2% | -28.7% |
| 1Y | -12.1% | +18.2% | -30.3% | -15.7% |
| 3Y | -5.9% | +73.3% | -79.2% | -19.7% |
| 5Y | -43.7% | +12.3% | -56.0% | -46.1% |
| All | +875.5% | +29.0% | +846.5% | +843.9% |
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