+10.1%
MDB vs DG
+18.0%
-7.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.6% | -3.0% |
| 7D | -18.0% | -2.5% | -15.6% | -17.8% |
| 30D | -10.7% | +1.0% | -11.7% | -10.9% |
| 3M | +1.0% | +20.3% | -19.3% | -1.5% |
| 6M | +31.6% | -11.7% | +43.4% | +28.6% |
| YTD | -15.2% | -2.3% | -12.8% | -16.0% |
| 1Y | +10.1% | +20.0% | -9.9% | +9.8% |
| All | +10.1% | +18.0% | -7.9% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling