-24.7%
MDB vs D
+4.5%
-29.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.0% |
| 7D | -17.4% | +0.4% | -17.9% | -17.5% |
| 30D | -2.0% | -3.6% | +1.5% | -1.8% |
| 3M | -3.0% | -1.0% | -2.0% | -3.0% |
| 6M | +48.7% | +6.3% | +42.4% | +47.4% |
| YTD | -12.1% | +14.7% | -26.8% | -13.5% |
| 1Y | +14.5% | +16.9% | -2.4% | +12.2% |
| 3Y | -6.1% | +56.8% | -62.9% | -14.4% |
| All | -24.7% | +4.5% | -29.2% | -28.3% |
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 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