-5.9%
MDB vs SM
-20.0%
+14.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | -11.4% | -25.9% | +14.5% | -6.2% |
| 30D | -13.8% | -15.1% | +1.3% | -11.4% |
| 3M | -15.5% | +4.9% | -20.3% | -17.4% |
| 6M | +17.9% | +6.1% | +11.8% | +14.2% |
| YTD | -25.5% | +63.4% | -88.9% | -36.3% |
| 1Y | -12.1% | +72.5% | -84.5% | -26.3% |
| 3Y | -5.9% | -16.9% | +11.0% | -15.3% |
| All | -5.9% | -20.0% | +14.2% | -15.3% |
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