+920.8%
MDB vs DRI
+262.2%
+658.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.1% |
| 7D | -0.9% | +3.1% | -4.0% | -2.0% |
| 30D | -15.2% | +16.2% | -31.4% | -19.7% |
| 3M | -17.9% | +8.4% | -26.3% | -20.7% |
| 6M | +9.3% | +19.0% | -9.7% | +1.5% |
| YTD | -22.0% | +28.8% | -50.8% | -30.4% |
| 1Y | -9.3% | +33.1% | -42.5% | -20.2% |
| 3Y | -10.4% | +70.8% | -81.2% | -29.3% |
| 5Y | -43.2% | +74.2% | -117.5% | -55.5% |
| All | +920.8% | +262.2% | +658.6% | +583.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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