+14.5%
MDB vs SW
+1.0%
+13.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.2% |
| 7D | -17.4% | -5.1% | -12.3% | -17.1% |
| 30D | -2.0% | -4.6% | +2.6% | -1.7% |
| 3M | -3.0% | +9.4% | -12.4% | -3.5% |
| 6M | +48.7% | +3.5% | +45.2% | +48.4% |
| YTD | -12.1% | +22.0% | -34.2% | -9.4% |
| 1Y | +14.5% | +2.2% | +12.3% | +17.9% |
| All | +14.5% | +1.0% | +13.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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