-45.2%
MDB vs SPG
+74.6%
-119.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.1% |
| 7D | -11.4% | +4.9% | -16.3% | -14.7% |
| 30D | -13.8% | +15.6% | -29.4% | -23.5% |
| 3M | -15.5% | +4.1% | -19.5% | -18.6% |
| 6M | +17.9% | +13.6% | +4.4% | +3.9% |
| YTD | -25.5% | +27.5% | -53.0% | -41.5% |
| 1Y | -12.1% | +32.2% | -44.3% | -33.6% |
| 3Y | -5.9% | +126.0% | -131.9% | -58.7% |
| All | -45.2% | +74.6% | -119.8% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling