+1,010.1%
MDB vs DLR
+107.8%
+902.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.8% |
| 7D | -18.0% | +3.4% | -21.4% | -19.6% |
| 30D | -10.7% | -2.2% | -8.5% | -9.9% |
| 3M | +1.0% | +4.7% | -3.8% | -3.3% |
| 6M | +31.6% | +9.0% | +22.6% | +21.9% |
| YTD | -15.2% | +24.1% | -39.3% | -27.9% |
| 1Y | +10.1% | +20.9% | -10.8% | -5.2% |
| 3Y | -5.6% | +60.0% | -65.7% | -31.4% |
| 5Y | -24.5% | +35.3% | -59.8% | -41.6% |
| All | +1,010.1% | +107.8% | +902.3% | +620.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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