+923.9%
MDB vs DOC
+24.1%
+899.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -3.1% |
| 7D | -16.5% | +8.7% | -25.3% | -18.9% |
| 30D | -8.6% | +7.6% | -16.2% | -11.1% |
| 3M | -13.6% | -5.3% | -8.3% | -12.4% |
| 6M | +24.1% | +27.6% | -3.5% | +12.1% |
| YTD | -21.8% | +32.4% | -54.2% | -30.4% |
| 1Y | -7.7% | +22.9% | -30.6% | -15.9% |
| 3Y | -4.3% | +43.1% | -47.4% | -18.8% |
| 5Y | -38.6% | -21.4% | -17.2% | -36.0% |
| All | +923.9% | +24.1% | +899.9% | +933.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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