+142.6%
MDB vs SITM
+4,437.5%
-4,294.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -4.5% | +3.7% | -8.2% | -5.7% |
| 30D | -14.0% | -14.5% | +0.5% | -10.6% |
| 3M | +5.3% | -10.6% | +15.9% | +4.3% |
| 6M | +31.9% | +65.5% | -33.7% | +3.3% |
| YTD | -14.6% | +67.0% | -81.6% | -34.7% |
| 1Y | +8.2% | +138.6% | -130.4% | -28.4% |
| 3Y | -5.0% | +421.8% | -426.8% | -58.4% |
| 5Y | -24.5% | +172.4% | -197.0% | -61.8% |
| All | +142.6% | +4,437.5% | -4,294.9% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling