-40.5%
MDB vs SM
+5.5%
-46.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.8% | +9.4% | -2.6% | +4.6% |
| 30D | -6.2% | -14.4% | +8.2% | -3.4% |
| 3M | -29.2% | +1.6% | -30.8% | -30.4% |
| 6M | +10.3% | +6.3% | +3.9% | +6.6% |
| YTD | -20.4% | +78.8% | -99.2% | -33.7% |
| 1Y | -4.8% | +83.1% | -88.0% | -21.5% |
| 3Y | -11.6% | -5.9% | -5.7% | -18.3% |
| All | -40.5% | +5.5% | -46.0% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling