+1,049.8%
MDB vs DRI
+239.1%
+810.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -17.4% | +0.6% | -18.0% | -17.7% |
| 30D | -2.0% | +3.8% | -5.9% | -3.7% |
| 3M | -3.0% | +13.0% | -16.0% | -7.9% |
| 6M | +48.7% | +8.3% | +40.4% | +42.5% |
| YTD | -12.1% | +20.6% | -32.8% | -19.6% |
| 1Y | +14.5% | +6.5% | +8.0% | +9.3% |
| 3Y | -6.1% | +53.7% | -59.9% | -23.0% |
| 5Y | -27.3% | +72.7% | -100.0% | -42.5% |
| All | +1,049.8% | +239.1% | +810.7% | +689.3% |
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