+8.2%
MDB vs SRE
+10.5%
-2.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.4% |
| 7D | -4.5% | +1.5% | -6.0% | -3.8% |
| 30D | -14.0% | +0.8% | -14.8% | -13.2% |
| 3M | +5.3% | -5.8% | +11.1% | +2.8% |
| 6M | +31.9% | -7.8% | +39.7% | +28.3% |
| YTD | -14.6% | -2.4% | -12.3% | -15.6% |
| 1Y | +8.2% | +8.9% | -0.7% | +8.9% |
| All | +8.2% | +10.5% | -2.3% | +8.9% |
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