+11.6%
MDB vs SPMO
+24.7%
-13.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.2% | +5.0% |
| 7D | -2.8% | +0.1% | -2.8% | -2.9% |
| 30D | -14.9% | -0.7% | -14.2% | -14.7% |
| 3M | +7.3% | +2.8% | +4.5% | +2.7% |
| 6M | +38.2% | +24.4% | +13.8% | +8.3% |
| YTD | -10.9% | +24.2% | -35.1% | -29.6% |
| 1Y | +11.6% | +24.5% | -12.8% | -12.6% |
| All | +11.6% | +24.7% | -13.0% | -12.6% |
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