+849.8%
MDB vs SUI
+79.9%
+769.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.9% | -7.6% |
| 7D | -20.9% | +8.8% | -29.6% | -24.9% |
| 30D | -15.6% | +8.9% | -24.5% | -20.5% |
| 3M | -19.1% | +2.0% | -21.1% | -21.0% |
| 6M | +14.2% | -0.6% | +14.9% | +12.5% |
| YTD | -27.4% | +1.3% | -28.8% | -29.8% |
| 1Y | -13.0% | +1.3% | -14.3% | -16.1% |
| 3Y | -11.2% | +16.3% | -27.5% | -24.8% |
| 5Y | -45.2% | -25.1% | -20.1% | -37.2% |
| All | +849.8% | +79.9% | +769.9% | +638.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling