-25.3%
MDB vs SNY
+9.4%
-34.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -1.8% | -3.3% | +1.6% | -1.2% |
| 30D | -17.3% | -2.2% | -15.1% | -17.0% |
| 3M | +2.2% | -3.0% | +5.2% | +2.6% |
| 6M | +33.9% | +2.7% | +31.1% | +32.5% |
| YTD | -13.7% | -6.8% | -6.9% | -12.9% |
| 1Y | +9.1% | -5.3% | +14.3% | +9.5% |
| 3Y | -8.1% | -9.8% | +1.6% | -8.0% |
| All | -25.3% | +9.4% | -34.8% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling