-24.5%
MDB vs SPYG
+83.9%
-108.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.3% |
| 7D | -4.5% | +0.3% | -4.9% | -5.0% |
| 30D | -14.0% | -1.7% | -12.3% | -11.2% |
| 3M | +5.3% | +3.6% | +1.7% | -1.6% |
| 6M | +31.9% | +16.6% | +15.3% | -0.5% |
| YTD | -14.6% | +13.4% | -28.0% | -31.7% |
| 1Y | +8.2% | +19.6% | -11.3% | -21.5% |
| 3Y | -5.0% | +99.8% | -104.8% | -74.7% |
| 5Y | -24.5% | +85.0% | -109.5% | -72.0% |
| All | -24.5% | +83.9% | -108.4% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling