+1,010.1%
MDB vs SPG
+105.1%
+905.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -3.8% |
| 7D | -18.0% | 0.0% | -18.0% | -18.0% |
| 30D | -10.7% | -4.9% | -5.8% | -9.5% |
| 3M | +1.0% | +3.3% | -2.3% | -0.3% |
| 6M | +31.6% | +11.2% | +20.4% | +26.8% |
| YTD | -15.2% | +17.1% | -32.2% | -19.7% |
| 1Y | +10.1% | +21.6% | -11.5% | +2.8% |
| 3Y | -5.6% | +111.9% | -117.5% | -23.7% |
| 5Y | -24.5% | +106.9% | -131.5% | -38.4% |
| All | +1,010.1% | +105.1% | +905.0% | +952.4% |
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