-10.1%
MDB vs SM
-3.8%
-6.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.6% |
| 7D | +11.6% | +10.6% | +1.0% | +9.2% |
| 30D | -8.9% | -15.0% | +6.0% | -6.3% |
| 3M | -22.4% | +1.7% | -24.1% | -23.7% |
| 6M | +10.1% | +5.9% | +4.2% | +6.6% |
| YTD | -19.0% | +79.0% | -98.0% | -32.5% |
| 1Y | -7.0% | +84.7% | -91.7% | -23.5% |
| All | -10.1% | -3.8% | -6.3% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling