-48.8%
SE vs MDB
-8.5%
-40.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.5% | +5.0% |
| 7D | +6.7% | -16.5% | +23.2% | +11.3% |
| 30D | -17.2% | -8.6% | -8.6% | -15.9% |
| 3M | -28.0% | -13.6% | -14.4% | -27.4% |
| 6M | -6.1% | +24.1% | -30.2% | -17.3% |
| YTD | -37.1% | -21.8% | -15.4% | -37.8% |
| 1Y | -48.8% | -7.7% | -41.0% | -51.0% |
| All | -48.8% | -8.5% | -40.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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