+1,010.1%
MDB vs DGX
+201.9%
+808.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -18.0% | -0.3% | -17.7% | -18.0% |
| 30D | -10.7% | -1.2% | -9.5% | -10.4% |
| 3M | +1.0% | +19.9% | -18.9% | -6.2% |
| 6M | +31.6% | +19.2% | +12.4% | +22.1% |
| YTD | -15.2% | +37.5% | -52.7% | -26.0% |
| 1Y | +10.1% | +31.3% | -21.2% | -2.7% |
| 3Y | -5.6% | +96.6% | -102.3% | -34.0% |
| 5Y | -24.5% | +64.3% | -88.8% | -42.3% |
| All | +1,010.1% | +201.9% | +808.2% | +530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling