-21.1%
MDB vs SN
+671.3%
-692.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.6% |
| 7D | +6.8% | +1.5% | +5.3% | +6.2% |
| 30D | -6.2% | +21.5% | -27.7% | -12.3% |
| 3M | -29.2% | +20.0% | -49.3% | -33.8% |
| 6M | +10.3% | +119.9% | -109.6% | -16.9% |
| YTD | -20.4% | +102.3% | -122.7% | -38.5% |
| 1Y | -4.8% | +148.0% | -152.8% | -31.8% |
| 3Y | -11.6% | +450.0% | -461.6% | -45.0% |
| All | -21.1% | +671.3% | -692.4% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling