+1,017.5%
MDB vs DG
+69.4%
+948.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.2% | +1.1% |
| 7D | -4.5% | -4.8% | +0.3% | -3.7% |
| 30D | -14.0% | +1.8% | -15.7% | -14.3% |
| 3M | +5.3% | +14.5% | -9.1% | +2.5% |
| 6M | +31.9% | -13.6% | +45.4% | +34.5% |
| YTD | -14.6% | -4.8% | -9.8% | -14.4% |
| 1Y | +8.2% | +21.6% | -13.3% | +3.4% |
| 3Y | -5.0% | +4.5% | -9.5% | -11.2% |
| 5Y | -24.5% | -38.5% | +13.9% | -12.1% |
| All | +1,017.5% | +69.4% | +948.0% | +861.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded DG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling