-24.5%
MDB vs DOV
+19.9%
-44.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -4.2% |
| 7D | -18.0% | +2.5% | -20.5% | -19.6% |
| 30D | -10.7% | -7.5% | -3.2% | -5.4% |
| 3M | +1.0% | -9.7% | +10.7% | +7.1% |
| 6M | +31.6% | -6.1% | +37.7% | +31.6% |
| YTD | -15.2% | +0.5% | -15.7% | -20.5% |
| 1Y | +10.1% | +10.5% | -0.4% | -6.6% |
| 3Y | -5.6% | +41.7% | -47.3% | -38.8% |
| 5Y | -24.5% | +18.4% | -43.0% | -42.5% |
| All | -24.5% | +19.9% | -44.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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