-13.0%
MDB vs SW
+25.8%
-38.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -7.1% |
| 7D | -20.9% | +4.7% | -25.5% | -21.2% |
| 30D | -15.6% | +5.0% | -20.6% | -16.0% |
| 3M | -19.1% | -7.3% | -11.7% | -18.4% |
| 6M | +14.2% | +15.0% | -0.8% | +13.9% |
| YTD | -27.4% | +18.5% | -45.9% | -19.5% |
| 1Y | -13.0% | +27.1% | -40.2% | 0.0% |
| All | -13.0% | +25.8% | -38.8% | 0.0% |
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