+920.8%
MDB vs DAR
+210.6%
+710.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | 0.0% | +3.2% |
| 7D | -0.9% | -2.8% | +1.8% | 0.0% |
| 30D | -15.2% | -12.8% | -2.3% | -11.4% |
| 3M | -17.9% | -11.6% | -6.3% | -15.0% |
| 6M | +9.3% | -16.8% | +26.1% | +14.9% |
| YTD | -22.0% | +45.9% | -67.9% | -32.4% |
| 1Y | -9.3% | +61.5% | -70.8% | -24.4% |
| 3Y | -10.4% | +23.0% | -33.3% | -22.9% |
| 5Y | -43.2% | -35.8% | -7.4% | -38.2% |
| All | +920.8% | +210.6% | +710.2% | +462.6% |
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