-24.5%
MDB vs DG
-37.3%
+12.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.6% | -3.2% |
| 7D | -18.0% | -2.5% | -15.6% | -17.9% |
| 30D | -10.7% | +1.0% | -11.7% | -10.8% |
| 3M | +1.0% | +20.3% | -19.3% | -0.4% |
| 6M | +31.6% | -11.7% | +43.4% | +31.8% |
| YTD | -15.2% | -2.3% | -12.8% | -15.4% |
| 1Y | +10.1% | +20.0% | -9.9% | +8.7% |
| 3Y | -5.6% | +7.2% | -12.9% | -7.0% |
| 5Y | -24.5% | -37.9% | +13.4% | -6.7% |
| All | -24.5% | -37.3% | +12.7% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling