-12.1%
MDB vs S
+31.6%
-43.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +1.5% |
| 7D | -11.4% | -13.4% | +2.1% | -1.7% |
| 30D | -13.8% | -14.0% | +0.2% | -4.1% |
| 3M | -15.5% | +4.9% | -20.3% | -19.3% |
| 6M | +17.9% | +42.0% | -24.1% | -9.9% |
| YTD | -25.5% | +45.1% | -70.6% | -44.7% |
| 1Y | -12.1% | +33.1% | -45.2% | -33.3% |
| All | -12.1% | +31.6% | -43.7% | -33.3% |
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