-11.9%
MDB vs SN
+431.1%
-443.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | -1.0% | +7.6% | -8.6% | -3.9% |
| 30D | -14.0% | +22.4% | -36.4% | -20.8% |
| 3M | -20.3% | +21.7% | -42.0% | -26.8% |
| 6M | +10.9% | +102.8% | -92.0% | -18.5% |
| YTD | -20.9% | +102.4% | -123.3% | -42.3% |
| 1Y | -11.2% | +139.0% | -150.2% | -40.1% |
| 3Y | -11.9% | +440.4% | -452.3% | -59.7% |
| All | -11.9% | +431.1% | -443.0% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling