-7.0%
MDB vs SITM
+51.8%
-58.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +11.6% | +32.5% | -21.0% | +6.9% |
| 30D | -8.9% | -18.8% | +9.9% | -7.3% |
| 3M | -22.4% | -30.9% | +8.5% | -20.2% |
| 6M | +10.1% | -44.5% | +54.5% | +16.8% |
| YTD | -19.0% | +33.2% | -52.3% | -30.5% |
| 1Y | -7.0% | +53.8% | -60.9% | -26.5% |
| All | -7.0% | +51.8% | -58.8% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling