-40.2%
MDB vs SPXS
-83.1%
+42.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +2.2% |
| 7D | -1.0% | +0.4% | -1.4% | +0.3% |
| 30D | -14.0% | +10.8% | -24.8% | -5.4% |
| 3M | -20.3% | +9.6% | -30.0% | -12.1% |
| 6M | +10.9% | -4.7% | +15.6% | +13.2% |
| YTD | -20.9% | -24.6% | +3.7% | -29.1% |
| 1Y | -11.2% | -24.6% | +13.4% | -19.8% |
| 3Y | -11.9% | -79.8% | +67.8% | -62.1% |
| 5Y | -40.2% | -83.3% | +43.1% | -63.0% |
| All | -40.2% | -83.1% | +42.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling