+875.5%
MDB vs DRI
+256.8%
+618.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.0% |
| 7D | -11.4% | +2.8% | -14.2% | -12.3% |
| 30D | -13.8% | +13.3% | -27.1% | -17.7% |
| 3M | -15.5% | +8.2% | -23.6% | -18.2% |
| 6M | +17.9% | +17.5% | +0.4% | +10.0% |
| YTD | -25.5% | +26.9% | -52.4% | -33.1% |
| 1Y | -12.1% | +31.6% | -43.6% | -22.3% |
| 3Y | -5.9% | +67.0% | -72.8% | -25.2% |
| 5Y | -43.7% | +72.9% | -116.6% | -55.7% |
| All | +875.5% | +256.8% | +618.6% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling