-5.6%
MDB vs SPXS
-80.2%
+74.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -2.5% |
| 7D | -18.0% | -1.5% | -16.5% | -18.8% |
| 30D | -10.7% | +3.7% | -14.4% | -8.4% |
| 3M | +1.0% | -9.6% | +10.6% | -3.2% |
| 6M | +31.6% | -32.4% | +64.0% | +8.5% |
| YTD | -15.2% | -28.7% | +13.5% | -26.5% |
| 1Y | +10.1% | -38.1% | +48.2% | -10.8% |
| 3Y | -5.6% | -80.1% | +74.5% | -51.9% |
| All | -5.6% | -80.2% | +74.6% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling