-45.2%
MDB vs DRI
+74.0%
-119.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.3% |
| 7D | -11.4% | +2.8% | -14.2% | -13.0% |
| 30D | -13.8% | +13.3% | -27.1% | -20.4% |
| 3M | -15.5% | +8.2% | -23.6% | -20.4% |
| 6M | +17.9% | +17.5% | +0.4% | +3.6% |
| YTD | -25.5% | +26.9% | -52.4% | -39.8% |
| 1Y | -12.1% | +31.6% | -43.6% | -31.3% |
| 3Y | -5.9% | +67.0% | -72.8% | -46.5% |
| All | -45.2% | +74.0% | -119.3% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling