-24.7%
MDB vs S
-71.4%
+46.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | -17.4% | -7.7% | -9.7% | -13.2% |
| 30D | -2.0% | -5.3% | +3.3% | +1.4% |
| 3M | -3.0% | +20.3% | -23.3% | -12.8% |
| 6M | +48.7% | +47.4% | +1.3% | +18.8% |
| YTD | -12.1% | +32.5% | -44.7% | -25.2% |
| 1Y | +14.5% | +9.5% | +5.0% | +6.8% |
| 3Y | -6.1% | +15.5% | -21.7% | -20.3% |
| All | -24.7% | -71.4% | +46.7% | +22.3% |
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 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