+1,049.8%
MDB vs DE
+515.0%
+534.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -17.4% | +10.0% | -27.5% | -20.6% |
| 30D | -2.0% | +13.3% | -15.3% | -7.1% |
| 3M | -3.0% | +17.5% | -20.5% | -9.9% |
| 6M | +48.7% | +13.6% | +35.1% | +38.6% |
| YTD | -12.1% | +49.8% | -61.9% | -27.8% |
| 1Y | +14.5% | +47.9% | -33.4% | -5.8% |
| 3Y | -6.1% | +72.5% | -78.7% | -28.9% |
| 5Y | -27.3% | +90.2% | -117.6% | -47.9% |
| All | +1,049.8% | +515.0% | +534.8% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling