-38.4%
MDB vs D
+13.0%
-51.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +3.0% | -2.4% | +5.4% | +3.1% |
| 30D | -11.3% | +9.0% | -20.3% | -11.8% |
| 3M | -23.0% | +1.0% | -24.0% | -23.0% |
| 6M | +14.8% | +11.0% | +3.8% | +13.5% |
| YTD | -19.4% | +19.8% | -39.2% | -21.0% |
| 1Y | -9.0% | +16.0% | -24.9% | -10.4% |
| 3Y | -10.3% | +74.4% | -84.6% | -20.2% |
| 5Y | -38.4% | +13.5% | -51.9% | -39.1% |
| All | -38.4% | +13.0% | -51.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling