-7.7%
MDB vs SPMO
+11.0%
-18.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.7% |
| 7D | -16.5% | -8.9% | -7.7% | -12.6% |
| 30D | -8.6% | -13.8% | +5.2% | -2.4% |
| 3M | -13.6% | -12.5% | -1.1% | -8.2% |
| 6M | +24.1% | -1.5% | +25.5% | +17.5% |
| YTD | -21.8% | +11.3% | -33.1% | -34.0% |
| 1Y | -7.7% | +11.5% | -19.2% | -22.4% |
| All | -7.7% | +11.0% | -18.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling