+942.1%
MDB vs SM
+103.8%
+838.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.8% | +9.4% | -2.6% | +5.8% |
| 30D | -6.2% | -14.4% | +8.2% | -4.9% |
| 3M | -29.2% | +1.6% | -30.8% | -29.7% |
| 6M | +10.3% | +6.3% | +3.9% | +8.8% |
| YTD | -20.4% | +78.8% | -99.2% | -26.1% |
| 1Y | -4.8% | +83.1% | -88.0% | -12.1% |
| 3Y | -11.6% | -5.9% | -5.7% | -13.8% |
| 5Y | -41.0% | +4.8% | -45.9% | -43.8% |
| All | +942.1% | +103.8% | +838.3% | +706.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling