-40.5%
MDB vs DINO
+250.9%
-291.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.8% | +5.7% | +1.1% | +5.4% |
| 30D | -6.2% | -19.6% | +13.4% | -1.3% |
| 3M | -29.2% | +11.8% | -41.0% | -31.7% |
| 6M | +10.3% | +49.0% | -38.7% | -1.4% |
| YTD | -20.4% | +128.1% | -148.5% | -37.5% |
| 1Y | -4.8% | +96.3% | -101.1% | -22.1% |
| 3Y | -11.6% | +113.8% | -125.4% | -32.4% |
| All | -40.5% | +250.9% | -291.5% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling