-45.2%
MDB vs SFM
+105.4%
-150.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.6% | +3.1% |
| 7D | -11.4% | -1.2% | -10.2% | -11.4% |
| 30D | -13.8% | -24.8% | +10.9% | -12.1% |
| 3M | -15.5% | -43.7% | +28.2% | -11.5% |
| 6M | +17.9% | -37.3% | +55.2% | +21.5% |
| YTD | -25.5% | -38.4% | +12.9% | -23.4% |
| 1Y | -12.1% | -36.9% | +24.8% | -10.2% |
| 3Y | -5.9% | +20.7% | -26.5% | -11.9% |
| All | -45.2% | +105.4% | -150.6% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling