-11.2%
MDB vs SM
+64.7%
-75.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | -1.0% | -19.5% | +18.5% | 0.0% |
| 30D | -14.0% | -20.2% | +6.2% | -13.0% |
| 3M | -20.3% | -6.5% | -13.8% | -20.3% |
| 6M | +10.9% | +1.6% | +9.3% | +11.2% |
| YTD | -20.9% | +61.2% | -82.1% | -16.9% |
| 1Y | -11.2% | +65.4% | -76.6% | -5.5% |
| All | -11.2% | +64.7% | -75.9% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling