+1,049.8%
MDB vs SRE
+95.9%
+953.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -17.4% | -0.3% | -17.1% | -17.4% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | -3.0% | -6.3% | +3.3% | -1.8% |
| 6M | +48.7% | -10.7% | +59.3% | +51.9% |
| YTD | -12.1% | -3.5% | -8.7% | -12.5% |
| 1Y | +14.5% | +5.3% | +9.2% | +10.5% |
| 3Y | -6.1% | +31.8% | -37.9% | -17.7% |
| 5Y | -27.3% | +47.4% | -74.7% | -38.9% |
| All | +1,049.8% | +95.9% | +953.9% | +792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling