-12.4%
MDB vs SPY
+12.3%
-24.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.3% | +0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.2% |
| 30D | -15.2% | -3.3% | -11.8% | -8.9% |
| 3M | -17.9% | -2.4% | -15.5% | -12.9% |
| 6M | +9.3% | +2.6% | +6.8% | +7.8% |
| YTD | -22.0% | +11.2% | -33.2% | -31.3% |
| All | -12.4% | +12.3% | -24.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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