-5.9%
MDB vs SPY
+75.1%
-81.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.2% |
| 7D | -11.4% | -2.7% | -8.7% | -7.0% |
| 30D | -13.8% | -5.4% | -8.4% | -4.4% |
| 3M | -15.5% | -4.1% | -11.4% | -7.9% |
| 6M | +17.9% | +0.7% | +17.2% | +18.4% |
| YTD | -25.5% | +8.7% | -34.1% | -33.8% |
| 1Y | -12.1% | +10.9% | -23.0% | -24.5% |
| 3Y | -5.9% | +75.0% | -80.9% | -68.9% |
| All | -5.9% | +75.1% | -81.0% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling