+1,010.1%
MDB vs SFM
+301.6%
+708.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -2.9% |
| 7D | -18.0% | -5.8% | -12.2% | -17.6% |
| 30D | -10.7% | -11.4% | +0.6% | -10.0% |
| 3M | +1.0% | -12.2% | +13.2% | +1.8% |
| 6M | +31.6% | -5.2% | +36.8% | +31.4% |
| YTD | -15.2% | -4.5% | -10.7% | -15.6% |
| 1Y | +10.1% | -45.4% | +55.5% | +16.5% |
| 3Y | -5.6% | +91.1% | -96.7% | -11.7% |
| 5Y | -24.5% | +226.8% | -251.3% | -32.4% |
| All | +1,010.1% | +301.6% | +708.4% | +841.1% |
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