+920.8%
MDB vs SFM
+161.6%
+759.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.7% | +4.6% |
| 7D | -0.9% | -10.2% | +9.3% | -0.2% |
| 30D | -15.2% | -23.9% | +8.7% | -13.7% |
| 3M | -17.9% | -42.3% | +24.3% | -14.8% |
| 6M | +9.3% | -40.1% | +49.5% | +12.8% |
| YTD | -22.0% | -37.8% | +15.8% | -20.1% |
| 1Y | -9.3% | -37.1% | +27.8% | -7.4% |
| 3Y | -10.4% | +21.5% | -31.9% | -13.4% |
| 5Y | -43.2% | +103.8% | -147.0% | -47.5% |
| All | +920.8% | +161.6% | +759.2% | +791.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling