+935.2%
MDB vs SPXU
-99.1%
+1,034.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +2.0% |
| 7D | -1.0% | +0.5% | -1.5% | +0.2% |
| 30D | -14.0% | +10.9% | -24.9% | -7.4% |
| 3M | -20.3% | +9.6% | -29.9% | -14.0% |
| 6M | +10.9% | -4.7% | +15.5% | +13.0% |
| YTD | -20.9% | -24.6% | +3.7% | -26.7% |
| 1Y | -11.2% | -24.7% | +13.5% | -17.2% |
| 3Y | -11.9% | -80.0% | +68.1% | -49.9% |
| 5Y | -40.2% | -83.5% | +43.3% | -57.5% |
| All | +935.2% | -99.1% | +1,034.3% | +262.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling