-5.6%
MDB vs SRE
+33.0%
-38.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.6% |
| 7D | -18.0% | +1.4% | -19.4% | -18.1% |
| 30D | -10.7% | +1.9% | -12.6% | -10.9% |
| 3M | +1.0% | -3.3% | +4.3% | +1.1% |
| 6M | +31.6% | -6.4% | +38.0% | +31.9% |
| YTD | -15.2% | -1.8% | -13.4% | -16.1% |
| 1Y | +10.1% | +10.7% | -0.6% | +5.1% |
| 3Y | -5.6% | +31.8% | -37.4% | -9.8% |
| All | -5.6% | +33.0% | -38.7% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling