+1,049.8%
MDB vs SPYG
+320.5%
+729.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -3.9% |
| 7D | -17.4% | +0.4% | -17.8% | -18.0% |
| 30D | -2.0% | -0.4% | -1.6% | -1.1% |
| 3M | -3.0% | +0.5% | -3.6% | -3.9% |
| 6M | +48.7% | +17.5% | +31.2% | +15.1% |
| YTD | -12.1% | +14.3% | -26.5% | -28.5% |
| 1Y | +14.5% | +21.7% | -7.2% | -15.4% |
| 3Y | -6.1% | +98.6% | -104.8% | -67.2% |
| 5Y | -27.3% | +85.1% | -112.4% | -68.6% |
| All | +1,049.8% | +320.5% | +729.3% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling