-5.6%
MDB vs DINO
+106.4%
-112.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.2% | -4.1% |
| 7D | -18.0% | +4.2% | -22.2% | -18.9% |
| 30D | -10.7% | +33.9% | -44.6% | -16.7% |
| 3M | +1.0% | +50.5% | -49.6% | -8.8% |
| 6M | +31.6% | +95.2% | -63.5% | +11.5% |
| YTD | -15.2% | +140.6% | -155.7% | -33.0% |
| 1Y | +10.1% | +119.0% | -108.8% | -10.8% |
| 3Y | -5.6% | +100.4% | -106.0% | -31.0% |
| All | -5.6% | +106.4% | -112.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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