+875.5%
MDB vs DLR
+92.3%
+783.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | -11.4% | -3.6% | -7.8% | -9.4% |
| 30D | -13.8% | -3.5% | -10.4% | -11.9% |
| 3M | -15.5% | -8.9% | -6.5% | -11.2% |
| 6M | +17.9% | -11.6% | +29.5% | +23.7% |
| YTD | -25.5% | +14.9% | -40.4% | -33.9% |
| 1Y | -12.1% | +6.4% | -18.5% | -18.4% |
| 3Y | -5.9% | +47.3% | -53.1% | -28.3% |
| 5Y | -43.7% | +32.8% | -76.5% | -55.4% |
| All | +875.5% | +92.3% | +783.2% | +560.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling