-11.6%
MDB vs SPG
+135.6%
-147.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +6.8% | +2.0% | +4.8% | +5.9% |
| 30D | -6.2% | +17.2% | -23.4% | -13.4% |
| 3M | -29.2% | +6.3% | -35.6% | -31.4% |
| 6M | +10.3% | +18.7% | -8.4% | -0.7% |
| YTD | -20.4% | +30.1% | -50.5% | -33.4% |
| 1Y | -4.8% | +32.8% | -37.6% | -21.8% |
| 3Y | -11.6% | +133.6% | -145.2% | -51.3% |
| All | -11.6% | +135.6% | -147.1% | -51.3% |
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