-45.2%
MDB vs SPY
+67.4%
-112.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.1% |
| 7D | -11.4% | -2.7% | -8.7% | -6.2% |
| 30D | -13.8% | -5.4% | -8.4% | -2.7% |
| 3M | -15.5% | -4.1% | -11.4% | -6.6% |
| 6M | +17.9% | +0.7% | +17.2% | +17.6% |
| YTD | -25.5% | +8.7% | -34.1% | -36.2% |
| 1Y | -12.1% | +10.9% | -23.0% | -27.7% |
| 3Y | -5.9% | +75.0% | -80.9% | -71.7% |
| All | -45.2% | +67.4% | -112.6% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling