-9.1%
MDB vs DE
+75.0%
-84.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.5% | -3.0% | -1.5% | -3.9% |
| 30D | -14.0% | +11.1% | -25.1% | -16.2% |
| 3M | +5.3% | +17.6% | -12.3% | +0.4% |
| 6M | +31.9% | +13.6% | +18.3% | +26.4% |
| YTD | -14.6% | +46.3% | -60.9% | -26.8% |
| 1Y | +8.2% | +44.2% | -35.9% | -7.1% |
| All | -9.1% | +75.0% | -84.1% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling