-12.9%
MDB vs SN
+490.7%
-503.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.7% |
| 7D | -17.4% | -9.3% | -8.1% | -14.7% |
| 30D | -2.0% | -4.8% | +2.8% | -0.3% |
| 3M | -3.0% | +40.4% | -43.4% | -14.1% |
| 6M | +48.7% | +50.9% | -2.3% | +27.1% |
| YTD | -12.1% | +54.9% | -67.1% | -25.4% |
| 1Y | +14.5% | +43.0% | -28.5% | -0.5% |
| 3Y | -6.1% | +391.8% | -398.0% | -36.5% |
| All | -12.9% | +490.7% | -503.6% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling