+1,049.8%
MDB vs SYY
+83.1%
+966.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -17.4% | -2.3% | -15.1% | -17.0% |
| 30D | -2.0% | -4.9% | +2.9% | -0.8% |
| 3M | -3.0% | +8.4% | -11.4% | -5.2% |
| 6M | +48.7% | -7.4% | +56.0% | +50.4% |
| YTD | -12.1% | +11.0% | -23.1% | -15.4% |
| 1Y | +14.5% | -0.2% | +14.7% | +13.2% |
| 3Y | -6.1% | +23.8% | -29.9% | -14.1% |
| 5Y | -27.3% | +18.1% | -45.5% | -31.5% |
| All | +1,049.8% | +83.1% | +966.7% | +917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling