+1,029.4%
MDB vs DE
+499.2%
+530.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -1.8% | -2.6% | +0.8% | -0.8% |
| 30D | -17.3% | +9.0% | -26.3% | -20.4% |
| 3M | +2.2% | +19.1% | -16.9% | -5.6% |
| 6M | +33.9% | +14.4% | +19.5% | +24.5% |
| YTD | -13.7% | +45.9% | -59.6% | -28.4% |
| 1Y | +9.1% | +43.6% | -34.5% | -9.2% |
| 3Y | -8.1% | +75.9% | -84.0% | -31.1% |
| 5Y | -25.9% | +98.8% | -124.7% | -47.8% |
| All | +1,029.4% | +499.2% | +530.2% | +367.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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