+954.3%
MDB vs SPG
+129.7%
+824.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.0% | +2.7% | +0.2% | +2.2% |
| 30D | -11.3% | +16.6% | -27.9% | -15.2% |
| 3M | -23.0% | +8.1% | -31.1% | -24.8% |
| 6M | +14.8% | +19.3% | -4.6% | +8.4% |
| YTD | -19.4% | +31.1% | -50.5% | -26.3% |
| 1Y | -9.0% | +32.8% | -41.7% | -17.1% |
| 3Y | -10.3% | +135.8% | -146.1% | -29.7% |
| 5Y | -38.4% | +85.1% | -123.5% | -50.0% |
| All | +954.3% | +129.7% | +824.6% | +866.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling