+147.8%
MDB vs DT
+97.2%
+50.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -0.9% |
| 7D | -18.0% | -4.9% | -13.2% | -14.2% |
| 30D | -10.7% | +2.7% | -13.4% | -12.2% |
| 3M | +1.0% | +20.0% | -19.0% | -13.5% |
| 6M | +31.6% | +28.0% | +3.6% | +6.3% |
| YTD | -15.2% | +16.0% | -31.2% | -25.4% |
| 1Y | +10.1% | +0.7% | +9.4% | +7.8% |
| 3Y | -5.6% | +6.2% | -11.8% | -10.2% |
| 5Y | -24.5% | -28.1% | +3.6% | -4.9% |
| All | +147.8% | +97.2% | +50.6% | +62.9% |
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