-7.7%
MDB vs SW
+29.5%
-37.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.5% |
| 7D | -16.5% | +12.1% | -28.6% | -17.6% |
| 30D | -8.6% | +6.6% | -15.1% | -9.2% |
| 3M | -13.6% | -6.0% | -7.6% | -13.0% |
| 6M | +24.1% | +21.5% | +2.6% | +22.9% |
| YTD | -21.8% | +20.3% | -42.1% | -13.6% |
| 1Y | -7.7% | +28.1% | -35.9% | +4.9% |
| All | -7.7% | +29.5% | -37.2% | +4.9% |
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