-23.5%
MDB vs DTE
+31.2%
-54.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.2% |
| 7D | -2.8% | -2.0% | -0.8% | -2.9% |
| 30D | -14.9% | -2.4% | -12.5% | -15.0% |
| 3M | +7.3% | -7.3% | +14.6% | +6.9% |
| 6M | +38.2% | -7.6% | +45.8% | +37.7% |
| YTD | -10.9% | +5.8% | -16.7% | -12.0% |
| 1Y | +11.6% | +2.3% | +9.3% | +10.5% |
| 3Y | -0.9% | +45.0% | -45.9% | -7.8% |
| 5Y | -23.5% | +33.2% | -56.7% | -20.2% |
| All | -23.5% | +31.2% | -54.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling