+14.5%
MDB vs S
+10.1%
+4.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.4% |
| 7D | -17.4% | -7.7% | -9.7% | -12.4% |
| 30D | -2.0% | -5.3% | +3.3% | +1.8% |
| 3M | -3.0% | +20.3% | -23.3% | -14.6% |
| 6M | +48.7% | +47.4% | +1.3% | +15.6% |
| YTD | -12.1% | +32.5% | -44.7% | -28.1% |
| 1Y | +14.5% | +9.5% | +5.0% | -2.8% |
| All | +14.5% | +10.1% | +4.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling