-12.4%
MDB vs S
+38.4%
-50.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | -1.1% |
| 7D | -0.9% | +1.6% | -2.5% | -2.2% |
| 30D | -15.2% | -10.5% | -4.7% | -8.4% |
| 3M | -17.9% | +9.9% | -27.8% | -24.4% |
| 6M | +9.3% | +41.8% | -32.5% | -16.8% |
| YTD | -22.0% | +56.8% | -78.8% | -45.3% |
| All | -12.4% | +38.4% | -50.8% | -36.4% |
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