-38.4%
MDB vs SITM
+102.3%
-140.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | -0.2% |
| 7D | +3.0% | +17.2% | -14.2% | -2.9% |
| 30D | -11.3% | -17.1% | +5.8% | -6.4% |
| 3M | -23.0% | -29.2% | +6.2% | -16.3% |
| 6M | +14.8% | -47.6% | +62.3% | +32.1% |
| YTD | -19.4% | +33.8% | -53.2% | -38.0% |
| 1Y | -9.0% | +54.1% | -63.1% | -34.1% |
| 3Y | -10.3% | +337.6% | -347.8% | -67.0% |
| 5Y | -38.4% | +89.7% | -128.1% | -70.2% |
| All | -38.4% | +102.3% | -140.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling