+1,049.8%
MDB vs SPXS
-99.2%
+1,149.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -3.4% |
| 7D | -17.4% | -0.1% | -17.4% | -17.5% |
| 30D | -2.0% | +0.8% | -2.8% | -1.2% |
| 3M | -3.0% | -4.7% | +1.7% | -3.6% |
| 6M | +48.7% | -29.6% | +78.3% | +27.7% |
| YTD | -12.1% | -29.8% | +17.7% | -23.4% |
| 1Y | +14.5% | -38.9% | +53.4% | -5.8% |
| 3Y | -6.1% | -79.6% | +73.5% | -46.5% |
| 5Y | -27.3% | -85.9% | +58.6% | -52.5% |
| All | +1,049.8% | -99.2% | +1,149.0% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling