+1,065.8%
MDB vs SPXS
-99.1%
+1,164.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +5.3% |
| 7D | -2.8% | +6.4% | -9.1% | +0.5% |
| 30D | -14.9% | +6.0% | -20.9% | -11.9% |
| 3M | +7.3% | -11.6% | +19.0% | +2.1% |
| 6M | +38.2% | -28.7% | +66.9% | +19.6% |
| YTD | -10.9% | -26.3% | +15.4% | -20.3% |
| 1Y | +11.6% | -34.9% | +46.6% | -5.0% |
| 3Y | -0.9% | -79.5% | +78.6% | -43.3% |
| 5Y | -23.5% | -85.9% | +62.4% | -49.7% |
| All | +1,065.8% | -99.1% | +1,164.9% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling