-6.4%
MDB vs SFM
+108.0%
-114.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.2% |
| 7D | -17.4% | -0.1% | -17.4% | -17.4% |
| 30D | -2.0% | -4.4% | +2.3% | -1.9% |
| 3M | -3.0% | +1.5% | -4.5% | -3.4% |
| 6M | +48.7% | +6.5% | +42.2% | +47.0% |
| YTD | -12.1% | +2.2% | -14.3% | -12.7% |
| 1Y | +14.5% | -41.9% | +56.4% | +26.8% |
| All | -6.4% | +108.0% | -114.4% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling