+959.5%
MDB vs SYY
+75.7%
+883.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +11.6% | +1.3% | +10.2% | +11.2% |
| 30D | -8.9% | -3.5% | -5.4% | -8.4% |
| 3M | -22.4% | -9.3% | -13.1% | -20.8% |
| 6M | +10.1% | +5.9% | +4.2% | +7.6% |
| YTD | -19.0% | +6.5% | -25.5% | -21.5% |
| 1Y | -7.0% | +4.0% | -11.0% | -9.5% |
| 3Y | -9.8% | +23.0% | -32.8% | -17.8% |
| 5Y | -40.1% | +14.3% | -54.4% | -43.2% |
| All | +959.5% | +75.7% | +883.8% | +843.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling