+935.2%
MDB vs DD
+48.6%
+886.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | -1.0% | +2.2% | -3.2% | -1.8% |
| 30D | -14.0% | +20.7% | -34.7% | -20.7% |
| 3M | -20.3% | +11.3% | -31.6% | -24.0% |
| 6M | +10.9% | +6.0% | +4.9% | +7.3% |
| YTD | -20.9% | +31.7% | -52.6% | -31.1% |
| 1Y | -11.2% | +32.2% | -43.4% | -22.9% |
| 3Y | -11.9% | +92.7% | -104.6% | -36.6% |
| 5Y | -40.2% | +72.1% | -112.3% | -55.3% |
| All | +935.2% | +48.6% | +886.6% | +590.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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