-11.6%
MDB vs SITM
+318.4%
-329.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.5% |
| 7D | +6.8% | +6.6% | +0.2% | +5.3% |
| 30D | -6.2% | -15.3% | +9.1% | -3.3% |
| 3M | -29.2% | -35.4% | +6.1% | -23.9% |
| 6M | +10.3% | -46.8% | +57.1% | +21.0% |
| YTD | -20.4% | +25.9% | -46.2% | -31.8% |
| 1Y | -4.8% | +54.0% | -58.8% | -23.0% |
| 3Y | -11.6% | +315.6% | -327.2% | -47.7% |
| All | -11.6% | +318.4% | -329.9% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling