+959.5%
MDB vs SPYG
+300.8%
+658.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.9% |
| 7D | +11.6% | +4.2% | +7.3% | +4.7% |
| 30D | -8.9% | -7.4% | -1.5% | +3.3% |
| 3M | -22.4% | -5.3% | -17.1% | -14.6% |
| 6M | +10.1% | -1.2% | +11.2% | +12.9% |
| YTD | -19.0% | +9.0% | -28.0% | -28.4% |
| 1Y | -7.0% | +8.8% | -15.8% | -17.5% |
| 3Y | -9.8% | +92.8% | -102.6% | -66.9% |
| 5Y | -40.1% | +69.3% | -109.3% | -70.4% |
| All | +959.5% | +300.8% | +658.7% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling