-38.4%
MDB vs DE
+109.1%
-147.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.6% |
| 7D | +3.0% | +2.3% | +0.7% | +2.2% |
| 30D | -11.3% | +9.3% | -20.7% | -14.2% |
| 3M | -23.0% | +12.2% | -35.2% | -26.8% |
| 6M | +14.8% | +18.1% | -3.3% | +5.8% |
| YTD | -19.4% | +49.8% | -69.2% | -35.4% |
| 1Y | -9.0% | +46.4% | -55.3% | -26.3% |
| 3Y | -10.3% | +92.5% | -102.8% | -39.0% |
| 5Y | -38.4% | +107.4% | -145.8% | -59.6% |
| All | -38.4% | +109.1% | -147.5% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling