-24.5%
MDB vs SITM
+164.5%
-189.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -4.5% | +3.7% | -8.2% | -5.8% |
| 30D | -14.0% | -14.5% | +0.5% | -10.3% |
| 3M | +5.3% | -10.6% | +15.9% | +4.1% |
| 6M | +31.9% | +65.5% | -33.7% | -0.4% |
| YTD | -14.6% | +67.0% | -81.6% | -37.4% |
| 1Y | +8.2% | +138.6% | -130.4% | -33.2% |
| 3Y | -5.0% | +421.8% | -426.8% | -65.6% |
| 5Y | -24.5% | +172.4% | -197.0% | -67.9% |
| All | -24.5% | +164.5% | -189.1% | -67.9% |
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