-22.7%
MDB vs SN
+681.9%
-704.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.7% |
| 7D | -0.9% | +7.6% | -8.6% | -3.3% |
| 30D | -15.2% | +24.1% | -39.2% | -21.2% |
| 3M | -17.9% | +23.7% | -41.6% | -23.9% |
| 6M | +9.3% | +105.5% | -96.2% | -15.5% |
| YTD | -22.0% | +105.1% | -127.1% | -40.0% |
| 1Y | -9.3% | +148.3% | -157.6% | -35.0% |
| 3Y | -10.4% | +438.7% | -449.0% | -44.4% |
| All | -22.7% | +681.9% | -704.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling