+935.2%
MDB vs D
+28.6%
+906.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.0% | +2.4% | -3.4% | -1.5% |
| 30D | -14.0% | +10.9% | -24.9% | -15.8% |
| 3M | -20.3% | +2.8% | -23.2% | -20.8% |
| 6M | +10.9% | +12.7% | -1.8% | +7.8% |
| YTD | -20.9% | +20.3% | -41.2% | -24.3% |
| 1Y | -11.2% | +17.1% | -28.3% | -14.6% |
| 3Y | -11.9% | +75.1% | -87.1% | -25.1% |
| 5Y | -40.2% | +13.1% | -53.3% | -42.9% |
| All | +935.2% | +28.6% | +906.6% | +902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling