-5.9%
MDB vs DG
+19.3%
-25.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.4% |
| 7D | -11.4% | +1.1% | -12.5% | -11.2% |
| 30D | -13.8% | +9.5% | -23.3% | -13.0% |
| 3M | -15.5% | +5.5% | -20.9% | -14.9% |
| 6M | +17.9% | +16.1% | +1.8% | +19.6% |
| YTD | -25.5% | +2.7% | -28.1% | -25.5% |
| 1Y | -12.1% | +42.1% | -54.2% | -6.8% |
| 3Y | -5.9% | +19.3% | -25.1% | -5.7% |
| All | -5.9% | +19.3% | -25.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling