+14.5%
MDB vs SRE
+4.7%
+9.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.4% |
| 7D | -17.4% | -0.3% | -17.1% | -17.5% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | -3.0% | -6.3% | +3.3% | -5.5% |
| 6M | +48.7% | -10.7% | +59.3% | +43.8% |
| YTD | -12.1% | -3.5% | -8.7% | -13.8% |
| 1Y | +14.5% | +5.3% | +9.2% | +12.7% |
| All | +14.5% | +4.7% | +9.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling