+959.5%
MDB vs DE
+503.4%
+456.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +11.6% | +2.3% | +9.2% | +10.7% |
| 30D | -8.9% | +4.4% | -13.4% | -10.4% |
| 3M | -22.4% | +9.8% | -32.2% | -25.7% |
| 6M | +10.1% | +15.8% | -5.7% | +2.3% |
| YTD | -19.0% | +47.0% | -66.0% | -33.2% |
| 1Y | -7.0% | +42.8% | -49.8% | -22.4% |
| 3Y | -9.8% | +88.9% | -98.8% | -34.4% |
| 5Y | -40.1% | +101.9% | -141.9% | -58.0% |
| All | +959.5% | +503.4% | +456.1% | +336.7% |
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