+875.5%
MDB vs SPG
+123.5%
+752.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | -11.4% | +4.9% | -16.3% | -12.6% |
| 30D | -13.8% | +15.6% | -29.4% | -17.4% |
| 3M | -15.5% | +4.1% | -19.5% | -16.6% |
| 6M | +17.9% | +13.6% | +4.4% | +12.9% |
| YTD | -25.5% | +27.5% | -53.0% | -31.3% |
| 1Y | -12.1% | +32.2% | -44.3% | -19.9% |
| 3Y | -5.9% | +126.0% | -131.9% | -25.4% |
| 5Y | -43.7% | +74.7% | -118.4% | -53.8% |
| All | +875.5% | +123.5% | +752.0% | +800.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling