+1,029.4%
MDB vs DGX
+201.3%
+828.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.7% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -17.3% | -1.2% | -16.1% | -17.1% |
| 3M | +2.2% | +15.8% | -13.6% | -3.8% |
| 6M | +33.9% | +18.2% | +15.7% | +24.6% |
| YTD | -13.7% | +37.2% | -50.9% | -24.7% |
| 1Y | +9.1% | +30.4% | -21.3% | -3.4% |
| 3Y | -8.1% | +96.7% | -104.8% | -35.8% |
| 5Y | -25.9% | +67.2% | -93.1% | -43.8% |
| All | +1,029.4% | +201.3% | +828.2% | +541.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling