+1,010.1%
MDB vs DTE
+94.8%
+915.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.6% |
| 7D | -18.0% | +0.9% | -18.9% | -18.1% |
| 30D | -10.7% | -1.9% | -8.9% | -10.5% |
| 3M | +1.0% | -3.3% | +4.3% | +1.4% |
| 6M | +31.6% | -7.1% | +38.7% | +32.8% |
| YTD | -15.2% | +8.1% | -23.3% | -17.6% |
| 1Y | +10.1% | +5.3% | +4.9% | +7.5% |
| 3Y | -5.6% | +48.2% | -53.8% | -17.7% |
| 5Y | -24.5% | +33.2% | -57.8% | -32.6% |
| All | +1,010.1% | +94.8% | +915.3% | +755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling