-10.4%
MDB vs D
+71.1%
-81.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.2% | +4.6% |
| 7D | -0.9% | +0.8% | -1.7% | -0.8% |
| 30D | -15.2% | +10.7% | -25.9% | -13.9% |
| 3M | -17.9% | +2.3% | -20.2% | -17.4% |
| 6M | +9.3% | +12.5% | -3.2% | +10.7% |
| YTD | -22.0% | +20.1% | -42.1% | -20.4% |
| 1Y | -9.3% | +15.6% | -24.9% | -7.6% |
| 3Y | -10.4% | +75.2% | -85.6% | -10.3% |
| All | -10.4% | +71.1% | -81.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling