+935.2%
MDB vs SM
+83.8%
+851.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | -1.0% | -19.5% | +18.5% | +1.2% |
| 30D | -14.0% | -20.2% | +6.2% | -12.1% |
| 3M | -20.3% | -6.5% | -13.8% | -20.1% |
| 6M | +10.9% | +1.6% | +9.3% | +9.9% |
| YTD | -20.9% | +61.2% | -82.1% | -25.8% |
| 1Y | -11.2% | +65.4% | -76.6% | -17.1% |
| 3Y | -11.9% | -13.0% | +1.1% | -13.4% |
| 5Y | -40.2% | -4.3% | -35.9% | -42.4% |
| All | +935.2% | +83.8% | +851.4% | +710.2% |
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