+942.1%
MDB vs SRE
+87.0%
+855.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | +6.8% | +1.8% | +5.1% | +6.3% |
| 30D | -6.2% | -3.0% | -3.2% | -5.5% |
| 3M | -29.2% | -7.3% | -22.0% | -28.0% |
| 6M | +10.3% | -11.9% | +22.2% | +13.4% |
| YTD | -20.4% | -7.9% | -12.5% | -19.8% |
| 1Y | -4.8% | -11.1% | +6.3% | -3.1% |
| 3Y | -11.6% | +24.8% | -36.4% | -21.2% |
| 5Y | -41.0% | +52.4% | -93.4% | -51.1% |
| All | +942.1% | +87.0% | +855.1% | +719.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling