-12.1%
MDB vs DAR
+54.9%
-67.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | -11.4% | -9.9% | -1.4% | -10.9% |
| 30D | -13.8% | -16.4% | +2.5% | -13.3% |
| 3M | -15.5% | -17.1% | +1.6% | -15.1% |
| 6M | +17.9% | -20.5% | +38.4% | +16.9% |
| YTD | -25.5% | +39.4% | -64.9% | -16.6% |
| 1Y | -12.1% | +57.2% | -69.3% | -1.9% |
| All | -12.1% | +54.9% | -67.0% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling