-5.6%
MDB vs SPYG
+100.8%
-106.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.8% |
| 7D | -18.0% | +1.2% | -19.2% | -19.4% |
| 30D | -10.7% | -1.6% | -9.2% | -8.6% |
| 3M | +1.0% | +3.4% | -2.4% | -3.7% |
| 6M | +31.6% | +18.9% | +12.7% | +2.6% |
| YTD | -15.2% | +13.8% | -29.0% | -28.9% |
| 1Y | +10.1% | +20.6% | -10.5% | -15.1% |
| 3Y | -5.6% | +100.5% | -106.1% | -68.1% |
| All | -5.6% | +100.8% | -106.4% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling