+1,049.8%
MDB vs DLR
+106.5%
+943.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | -17.4% | +1.6% | -19.0% | -18.2% |
| 30D | -2.0% | -3.4% | +1.3% | -0.4% |
| 3M | -3.0% | +0.5% | -3.5% | -4.8% |
| 6M | +48.7% | +4.6% | +44.1% | +41.0% |
| YTD | -12.1% | +23.4% | -35.6% | -25.1% |
| 1Y | +14.5% | +19.0% | -4.5% | -0.5% |
| 3Y | -6.1% | +56.5% | -62.7% | -30.9% |
| 5Y | -27.3% | +33.3% | -60.7% | -43.4% |
| All | +1,049.8% | +106.5% | +943.3% | +649.3% |
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