+920.8%
MDB vs SRE
+85.1%
+835.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.4% |
| 7D | -0.9% | -8.4% | +7.4% | +1.5% |
| 30D | -15.2% | -3.2% | -12.0% | -14.5% |
| 3M | -17.9% | -5.3% | -12.6% | -16.9% |
| 6M | +9.3% | -12.6% | +21.9% | +12.6% |
| YTD | -22.0% | -8.8% | -13.2% | -21.2% |
| 1Y | -9.3% | -13.4% | +4.1% | -6.9% |
| 3Y | -10.4% | +24.4% | -34.8% | -20.1% |
| 5Y | -43.2% | +47.3% | -90.6% | -52.4% |
| All | +920.8% | +85.1% | +835.7% | +704.4% |
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