+1,029.4%
MDB vs SPMO
+406.1%
+623.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.8% |
| 7D | -1.8% | -0.9% | -0.8% | -0.8% |
| 30D | -17.3% | -1.9% | -15.4% | -15.6% |
| 3M | +2.2% | -1.4% | +3.6% | 0.0% |
| 6M | +33.9% | +25.5% | +8.4% | -7.7% |
| YTD | -13.7% | +24.8% | -38.5% | -39.8% |
| 1Y | +9.1% | +24.5% | -15.4% | -23.6% |
| 3Y | -8.1% | +157.1% | -165.3% | -75.8% |
| 5Y | -25.9% | +149.5% | -175.4% | -78.6% |
| All | +1,029.4% | +406.1% | +623.4% | +66.2% |
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