+156.7%
MDB vs DT
+103.5%
+53.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.7% |
| 7D | -17.4% | -3.3% | -14.1% | -14.8% |
| 30D | -2.0% | +2.0% | -4.1% | -3.2% |
| 3M | -3.0% | +20.0% | -23.0% | -16.8% |
| 6M | +48.7% | +39.3% | +9.4% | +12.0% |
| YTD | -12.1% | +19.8% | -31.9% | -24.7% |
| 1Y | +14.5% | +4.3% | +10.2% | +8.9% |
| 3Y | -6.1% | +7.7% | -13.8% | -11.9% |
| 5Y | -27.3% | -26.8% | -0.5% | -10.0% |
| All | +156.7% | +103.5% | +53.1% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling