-7.0%
MDB vs DE
+43.3%
-50.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.1% |
| 7D | +11.6% | +2.3% | +9.2% | +12.0% |
| 30D | -8.9% | +4.4% | -13.4% | -8.1% |
| 3M | -22.4% | +9.8% | -32.2% | -20.4% |
| 6M | +10.1% | +15.8% | -5.7% | +13.4% |
| YTD | -19.0% | +47.0% | -66.0% | -9.7% |
| 1Y | -7.0% | +42.8% | -49.8% | +3.9% |
| All | -7.0% | +43.3% | -50.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling