-40.5%
MDB vs SFM
+116.0%
-156.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.7% |
| 7D | +6.8% | +6.0% | +0.8% | +6.4% |
| 30D | -6.2% | -19.5% | +13.3% | -4.8% |
| 3M | -29.2% | -37.0% | +7.8% | -26.7% |
| 6M | +10.3% | -41.0% | +51.3% | +14.8% |
| YTD | -20.4% | -34.6% | +14.3% | -18.5% |
| 1Y | -4.8% | -36.3% | +31.4% | -2.4% |
| 3Y | -11.6% | +24.5% | -36.1% | -17.2% |
| All | -40.5% | +116.0% | -156.5% | -31.1% |
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 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