+14.8%
MDB vs SITM
-43.3%
+58.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.3% |
| 7D | +3.0% | +17.2% | -14.2% | +1.4% |
| 30D | -11.3% | -17.1% | +5.8% | -12.1% |
| 3M | -23.0% | -29.2% | +6.2% | -23.9% |
| 6M | +14.8% | -47.6% | +62.3% | +3.4% |
| All | +14.8% | -43.3% | +58.0% | +3.4% |
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