+131.1%
MDB vs DT
+70.5%
+60.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.3% |
| 7D | -1.0% | -7.5% | +6.5% | +5.6% |
| 30D | -14.0% | -31.5% | +17.5% | +16.2% |
| 3M | -20.3% | -14.0% | -6.3% | -10.3% |
| 6M | +10.9% | +6.9% | +4.0% | +3.0% |
| YTD | -20.9% | +0.3% | -21.2% | -22.4% |
| 1Y | -11.2% | -6.9% | -4.3% | -7.5% |
| 3Y | -11.9% | -13.9% | +2.0% | -2.0% |
| 5Y | -40.2% | -39.9% | -0.3% | -13.8% |
| All | +131.1% | +70.5% | +60.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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