+875.5%
MDB vs SM
+86.3%
+789.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | -11.4% | -25.9% | +14.5% | -8.6% |
| 30D | -13.8% | -15.1% | +1.3% | -12.5% |
| 3M | -15.5% | +4.9% | -20.3% | -16.2% |
| 6M | +17.9% | +6.1% | +11.8% | +16.4% |
| YTD | -25.5% | +63.4% | -88.9% | -30.2% |
| 1Y | -12.1% | +72.5% | -84.5% | -18.3% |
| 3Y | -5.9% | -16.9% | +11.0% | -7.1% |
| 5Y | -43.7% | -10.6% | -33.0% | -45.5% |
| All | +875.5% | +86.3% | +789.2% | +662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling