-8.1%
MDB vs DGX
+96.4%
-104.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -2.9% |
| 7D | -1.8% | -0.9% | -0.9% | -1.9% |
| 30D | -17.3% | -1.2% | -16.1% | -17.3% |
| 3M | +2.2% | +15.8% | -13.6% | +4.0% |
| 6M | +33.9% | +18.2% | +15.7% | +36.8% |
| YTD | -13.7% | +37.2% | -50.9% | -10.0% |
| 1Y | +9.1% | +30.4% | -21.3% | +13.0% |
| 3Y | -8.1% | +96.7% | -104.8% | +0.8% |
| All | -8.1% | +96.4% | -104.6% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling