-7.7%
MDB vs SU
+88.1%
-95.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -2.2% |
| 7D | -16.5% | -7.1% | -9.4% | -16.7% |
| 30D | -8.6% | +4.8% | -13.3% | -7.8% |
| 3M | -13.6% | +12.5% | -26.1% | -12.5% |
| 6M | +24.1% | +6.5% | +17.6% | +23.7% |
| YTD | -21.8% | +65.8% | -87.6% | +11.1% |
| 1Y | -7.7% | +86.2% | -93.9% | +48.6% |
| All | -7.7% | +88.1% | -95.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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