-20.1%
MDB vs SN
+673.1%
-693.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +3.0% | +3.5% | -0.5% | +1.8% |
| 30D | -11.3% | +19.4% | -30.8% | -16.5% |
| 3M | -23.0% | +20.9% | -43.9% | -28.1% |
| 6M | +14.8% | +111.1% | -96.4% | -12.2% |
| YTD | -19.4% | +102.8% | -122.2% | -37.8% |
| 1Y | -9.0% | +146.2% | -155.1% | -34.6% |
| 3Y | -10.3% | +441.4% | -451.7% | -44.2% |
| All | -20.1% | +673.1% | -693.3% | -51.0% |
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 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