+153.0%
MDB vs SITM
+4,532.8%
-4,379.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.7% |
| 7D | -2.8% | +4.8% | -7.6% | -4.3% |
| 30D | -14.9% | -9.7% | -5.1% | -12.9% |
| 3M | +7.3% | -9.3% | +16.7% | +5.9% |
| 6M | +38.2% | +69.5% | -31.3% | +7.5% |
| YTD | -10.9% | +70.5% | -81.4% | -32.3% |
| 1Y | +11.6% | +145.3% | -133.6% | -26.8% |
| 3Y | -0.9% | +432.8% | -433.7% | -56.9% |
| 5Y | -23.5% | +174.0% | -197.5% | -61.3% |
| All | +153.0% | +4,532.8% | -4,379.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SITM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling