-7.7%
MDB vs SPXU
-30.4%
+22.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -5.2% |
| 7D | -16.5% | +2.2% | -18.7% | -15.0% |
| 30D | -8.6% | +3.8% | -12.4% | -5.4% |
| 3M | -13.6% | +3.3% | -16.9% | -9.9% |
| 6M | +24.1% | -16.7% | +40.8% | +17.3% |
| YTD | -21.8% | -28.6% | +6.9% | -28.4% |
| 1Y | -7.7% | -30.6% | +22.8% | -16.2% |
| All | -7.7% | -30.4% | +22.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling