+1,010.1%
MDB vs DRI
+232.9%
+777.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -2.8% |
| 7D | -18.0% | -1.2% | -16.8% | -17.8% |
| 30D | -10.7% | -0.4% | -10.3% | -11.0% |
| 3M | +1.0% | +9.5% | -8.5% | -3.0% |
| 6M | +31.6% | +6.5% | +25.2% | +26.9% |
| YTD | -15.2% | +18.4% | -33.6% | -21.8% |
| 1Y | +10.1% | +4.2% | +5.9% | +5.9% |
| 3Y | -5.6% | +57.1% | -62.7% | -23.2% |
| 5Y | -24.5% | +70.4% | -95.0% | -39.9% |
| All | +1,010.1% | +232.9% | +777.1% | +666.9% |
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