-1.2%
MDB vs SW
+42.5%
-43.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.0% |
| 7D | -16.5% | +12.1% | -28.6% | -18.7% |
| 30D | -8.6% | +6.6% | -15.1% | -10.0% |
| 3M | -13.6% | -6.0% | -7.6% | -12.4% |
| 6M | +24.1% | +21.5% | +2.6% | +17.7% |
| YTD | -21.8% | +20.3% | -42.1% | -25.7% |
| 1Y | -7.7% | +28.1% | -35.9% | -14.0% |
| All | -1.2% | +42.5% | -43.7% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling