-5.9%
MDB vs DD
+78.0%
-83.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | -11.4% | +4.6% | -16.0% | -13.1% |
| 30D | -13.8% | +11.8% | -25.6% | -17.9% |
| 3M | -15.5% | +2.2% | -17.6% | -16.3% |
| 6M | +17.9% | -1.6% | +19.6% | +17.8% |
| YTD | -25.5% | +23.0% | -48.5% | -34.0% |
| 1Y | -12.1% | +26.9% | -39.0% | -23.5% |
| 3Y | -5.9% | +77.9% | -83.8% | -34.4% |
| All | -5.9% | +78.0% | -83.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling