-40.1%
MDB vs S
-70.0%
+30.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +4.3% |
| 7D | +11.6% | +4.1% | +7.5% | +8.6% |
| 30D | -8.9% | -7.2% | -1.8% | -4.8% |
| 3M | -22.4% | 0.0% | -22.3% | -23.2% |
| 6M | +10.1% | +41.6% | -31.6% | -11.1% |
| YTD | -19.0% | +48.6% | -67.6% | -36.5% |
| 1Y | -7.0% | +30.0% | -37.1% | -22.1% |
| 3Y | -9.8% | +42.2% | -52.0% | -33.7% |
| 5Y | -40.1% | -70.8% | +30.7% | +21.9% |
| All | -40.1% | -70.0% | +30.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling