-24.5%
MDB vs SPXU
-86.0%
+61.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -2.3% |
| 7D | -18.0% | -1.5% | -16.5% | -18.8% |
| 30D | -10.7% | +3.7% | -14.5% | -8.0% |
| 3M | +1.0% | -9.6% | +10.5% | -4.1% |
| 6M | +31.6% | -32.4% | +64.0% | +4.2% |
| YTD | -15.2% | -28.7% | +13.5% | -29.0% |
| 1Y | +10.1% | -38.2% | +48.3% | -15.2% |
| 3Y | -5.6% | -80.4% | +74.8% | -60.4% |
| 5Y | -24.5% | -86.0% | +61.5% | -58.9% |
| All | -24.5% | -86.0% | +61.5% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling