+1,065.8%
MDB vs SPYG
+313.4%
+752.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +5.6% |
| 7D | -2.8% | -1.8% | -0.9% | 0.0% |
| 30D | -14.9% | -1.9% | -12.9% | -12.1% |
| 3M | +7.3% | +5.2% | +2.2% | -0.9% |
| 6M | +38.2% | +15.6% | +22.6% | +9.8% |
| YTD | -10.9% | +12.4% | -23.3% | -25.6% |
| 1Y | +11.6% | +17.5% | -5.8% | -12.9% |
| 3Y | -0.9% | +98.1% | -99.0% | -65.3% |
| 5Y | -23.5% | +84.9% | -108.4% | -66.7% |
| All | +1,065.8% | +313.4% | +752.4% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling