-24.5%
MDB vs SPMO
+149.2%
-173.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.5% | +2.7% | -7.2% | -7.8% |
| 30D | -14.0% | +1.1% | -15.1% | -15.4% |
| 3M | +5.3% | +2.0% | +3.3% | -2.1% |
| 6M | +31.9% | +26.5% | +5.3% | -13.6% |
| YTD | -14.6% | +26.5% | -41.1% | -43.8% |
| 1Y | +8.2% | +27.9% | -19.7% | -30.0% |
| 3Y | -5.0% | +160.4% | -165.4% | -81.9% |
| 5Y | -24.5% | +151.5% | -176.0% | -83.7% |
| All | -24.5% | +149.2% | -173.7% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling