+920.8%
MDB vs DD
+47.0%
+873.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.2% | +2.1% |
| 7D | -0.9% | +9.8% | -10.7% | -4.9% |
| 30D | -15.2% | +19.3% | -34.5% | -21.4% |
| 3M | -17.9% | +9.4% | -27.3% | -21.1% |
| 6M | +9.3% | +4.8% | +4.5% | +6.3% |
| YTD | -22.0% | +30.2% | -52.2% | -31.7% |
| 1Y | -9.3% | +32.2% | -41.5% | -21.3% |
| 3Y | -10.4% | +93.1% | -103.5% | -35.5% |
| 5Y | -43.2% | +68.0% | -111.2% | -57.2% |
| All | +920.8% | +47.0% | +873.8% | +584.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling