-9.0%
MDB vs DAR
+65.2%
-74.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | +1.4% |
| 7D | +3.0% | +3.6% | -0.6% | +2.6% |
| 30D | -11.3% | -11.3% | -0.1% | -11.3% |
| 3M | -23.0% | -13.1% | -9.9% | -23.1% |
| 6M | +14.8% | -15.1% | +29.9% | +12.8% |
| YTD | -19.4% | +50.5% | -69.9% | -9.9% |
| 1Y | -9.0% | +57.9% | -66.9% | +1.6% |
| All | -9.0% | +65.2% | -74.2% | +1.6% |
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 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