+10.3%
MDB vs SITM
-48.3%
+58.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -1.1% |
| 7D | +6.8% | +6.6% | +0.2% | +6.1% |
| 30D | -6.2% | -15.3% | +9.1% | -6.2% |
| 3M | -29.2% | -35.4% | +6.1% | -29.5% |
| 6M | +10.3% | -46.8% | +57.1% | +5.5% |
| All | +10.3% | -48.3% | +58.6% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling