-8.1%
MDB vs SNY
-9.6%
+1.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -1.8% | -3.3% | +1.6% | -1.7% |
| 30D | -17.3% | -2.2% | -15.1% | -17.2% |
| 3M | +2.2% | -3.0% | +5.2% | +2.2% |
| 6M | +33.9% | +2.7% | +31.1% | +33.4% |
| YTD | -13.7% | -6.8% | -6.9% | -13.5% |
| 1Y | +9.1% | -5.3% | +14.3% | +9.2% |
| 3Y | -8.1% | -9.8% | +1.6% | -5.9% |
| All | -8.1% | -9.6% | +1.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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