+875.5%
MDB vs SBAC
+42.0%
+833.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.5% |
| 7D | -11.4% | +1.2% | -12.6% | -11.9% |
| 30D | -13.8% | +11.2% | -25.0% | -18.4% |
| 3M | -15.5% | +4.5% | -19.9% | -17.6% |
| 6M | +17.9% | -12.2% | +30.1% | +23.6% |
| YTD | -25.5% | -0.1% | -25.3% | -28.0% |
| 1Y | -12.1% | -0.3% | -11.8% | -15.2% |
| 3Y | -5.9% | -8.7% | +2.9% | -12.0% |
| 5Y | -43.7% | -40.2% | -3.5% | -28.9% |
| All | +875.5% | +42.0% | +833.4% | +667.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 all: compounded portfolio wealth divided by compounded SBAC 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…
all analysis · Full analysis span regression · 6 months rolling