+9.1%
MDB vs SITM
+155.7%
-146.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.7% | -3.7% |
| 7D | -1.8% | +3.9% | -5.6% | -2.2% |
| 30D | -17.3% | -6.6% | -10.7% | -16.8% |
| 3M | +2.2% | -11.9% | +14.1% | +2.9% |
| 6M | +33.9% | +81.1% | -47.3% | +14.8% |
| YTD | -13.7% | +80.0% | -93.7% | -25.9% |
| 1Y | +9.1% | +145.8% | -136.8% | -11.7% |
| All | +9.1% | +155.7% | -146.6% | -11.7% |
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