+942.1%
MDB vs SPXS
-99.1%
+1,041.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -0.9% |
| 7D | +6.8% | -7.5% | +14.3% | +2.8% |
| 30D | -6.2% | +5.3% | -11.5% | -1.8% |
| 3M | -29.2% | +9.7% | -38.9% | -23.6% |
| 6M | +10.3% | -4.6% | +14.8% | +12.7% |
| YTD | -20.4% | -25.8% | +5.4% | -26.7% |
| 1Y | -4.8% | -28.8% | +24.0% | -13.8% |
| 3Y | -11.6% | -80.2% | +68.6% | -49.8% |
| 5Y | -41.0% | -83.2% | +42.2% | -57.7% |
| All | +942.1% | -99.1% | +1,041.2% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling