-6.4%
MDB vs SPG
+112.6%
-119.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.6% |
| 7D | -17.4% | -2.4% | -15.1% | -16.4% |
| 30D | -2.0% | -6.8% | +4.8% | +1.5% |
| 3M | -3.0% | +2.7% | -5.7% | -5.4% |
| 6M | +48.7% | +5.5% | +43.2% | +41.6% |
| YTD | -12.1% | +15.7% | -27.8% | -21.6% |
| 1Y | +14.5% | +20.9% | -6.4% | -1.8% |
| All | -6.4% | +112.6% | -119.0% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling