+942.1%
MDB vs SPMO
+352.2%
+589.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | +0.3% |
| 7D | +6.8% | +6.3% | +0.5% | -1.1% |
| 30D | -6.2% | -8.9% | +2.7% | +5.7% |
| 3M | -29.2% | -13.2% | -16.0% | -15.6% |
| 6M | +10.3% | -9.3% | +19.6% | +18.6% |
| YTD | -20.4% | +11.6% | -31.9% | -35.8% |
| 1Y | -4.8% | +13.4% | -18.2% | -25.0% |
| 3Y | -11.6% | +122.9% | -134.5% | -72.0% |
| 5Y | -41.0% | +113.9% | -155.0% | -79.4% |
| All | +942.1% | +352.2% | +589.9% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling