-9.4%
MDB vs S
-48.9%
+39.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | 0.0% |
| 7D | -0.9% | +1.6% | -2.5% | -1.9% |
| 30D | -15.2% | -10.5% | -4.7% | -9.6% |
| 3M | -17.9% | +9.9% | -27.8% | -22.7% |
| 6M | +9.3% | +41.8% | -32.5% | -10.9% |
| YTD | -22.0% | +56.8% | -78.8% | -39.9% |
| 1Y | -9.3% | +39.0% | -48.3% | -26.0% |
| 3Y | -10.4% | +53.8% | -64.2% | -35.4% |
| 5Y | -43.2% | -68.6% | +25.3% | -17.4% |
| All | -9.4% | -48.9% | +39.4% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling