-11.6%
MDB vs DT
-11.4%
-0.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +6.8% | +3.1% | +3.7% | +4.0% |
| 30D | -6.2% | -29.5% | +23.3% | +26.1% |
| 3M | -29.2% | -11.7% | -17.5% | -21.8% |
| 6M | +10.3% | +29.0% | -18.7% | -13.0% |
| YTD | -20.4% | +3.4% | -23.7% | -24.1% |
| 1Y | -4.8% | -4.2% | -0.6% | -3.0% |
| 3Y | -11.6% | -12.8% | +1.3% | -8.2% |
| All | -11.6% | -11.4% | -0.2% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling