-24.5%
MDB vs SPXS
-85.7%
+61.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +1.7% |
| 7D | -4.5% | +1.2% | -5.8% | -3.6% |
| 30D | -14.0% | +5.2% | -19.2% | -10.5% |
| 3M | +5.3% | -9.2% | +14.5% | +0.3% |
| 6M | +31.9% | -29.6% | +61.5% | +7.4% |
| YTD | -14.6% | -27.6% | +13.0% | -27.7% |
| 1Y | +8.2% | -36.7% | +45.0% | -15.1% |
| 3Y | -5.0% | -79.8% | +74.8% | -59.1% |
| 5Y | -24.5% | -85.9% | +61.3% | -58.2% |
| All | -24.5% | -85.7% | +61.2% | -58.2% |
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 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