-45.2%
MDB vs SUI
-26.3%
-18.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.6% |
| 7D | -11.4% | +6.2% | -17.6% | -15.2% |
| 30D | -13.8% | +8.6% | -22.4% | -19.4% |
| 3M | -15.5% | +1.0% | -16.4% | -17.2% |
| 6M | +17.9% | -2.6% | +20.5% | +17.4% |
| YTD | -25.5% | -0.1% | -25.3% | -27.7% |
| 1Y | -12.1% | +0.5% | -12.6% | -15.4% |
| 3Y | -5.9% | +15.3% | -21.1% | -26.0% |
| All | -45.2% | -26.3% | -18.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling