+954.3%
MDB vs DAR
+220.4%
+733.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | +0.2% |
| 7D | +3.0% | +3.6% | -0.6% | +1.8% |
| 30D | -11.3% | -11.3% | -0.1% | -7.9% |
| 3M | -23.0% | -13.1% | -9.9% | -19.9% |
| 6M | +14.8% | -15.1% | +29.9% | +19.8% |
| YTD | -19.4% | +50.5% | -69.9% | -30.9% |
| 1Y | -9.0% | +57.9% | -66.9% | -23.5% |
| 3Y | -10.3% | +28.9% | -39.2% | -24.1% |
| 5Y | -38.4% | -31.4% | -6.9% | -34.3% |
| All | +954.3% | +220.4% | +733.9% | +475.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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