-5.6%
MDB vs DD
+47.1%
-52.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | -18.0% | -0.6% | -17.4% | -17.9% |
| 30D | -10.7% | -7.4% | -3.3% | -7.6% |
| 3M | +1.0% | -6.4% | +7.4% | +3.6% |
| 6M | +31.6% | -2.5% | +34.1% | +30.4% |
| YTD | -15.2% | +10.2% | -25.4% | -21.2% |
| 1Y | +10.1% | +36.9% | -26.8% | -10.5% |
| 3Y | -5.6% | +47.0% | -52.7% | -25.7% |
| All | -5.6% | +47.1% | -52.7% | -25.7% |
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 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