-40.5%
MDB vs DAR
-27.0%
-13.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.0% |
| 7D | +6.8% | +11.6% | -4.7% | +2.9% |
| 30D | -6.2% | -10.2% | +4.0% | -2.8% |
| 3M | -29.2% | -14.8% | -14.4% | -25.8% |
| 6M | +10.3% | -10.1% | +20.4% | +13.1% |
| YTD | -20.4% | +55.5% | -75.9% | -33.4% |
| 1Y | -4.8% | +61.7% | -66.5% | -21.9% |
| 3Y | -11.6% | +37.2% | -48.7% | -29.1% |
| All | -40.5% | -27.0% | -13.5% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling