-6.4%
MDB vs SN
+389.7%
-396.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.7% |
| 7D | -17.4% | -9.3% | -8.1% | -14.2% |
| 30D | -2.0% | -4.8% | +2.8% | 0.0% |
| 3M | -3.0% | +40.4% | -43.4% | -15.9% |
| 6M | +48.7% | +50.9% | -2.3% | +23.7% |
| YTD | -12.1% | +54.9% | -67.1% | -27.6% |
| 1Y | +14.5% | +43.0% | -28.5% | -2.8% |
| All | -6.4% | +389.7% | -396.1% | -50.0% |
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