-40.9%
SE vs MDB
+18.3%
-59.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.3% |
| 7D | -6.1% | -17.4% | +11.3% | -1.0% |
| 30D | -2.5% | -2.0% | -0.4% | -3.0% |
| 3M | +21.7% | -3.0% | +24.7% | +20.6% |
| 6M | +27.0% | +48.7% | -21.7% | +7.2% |
| YTD | -12.1% | -12.1% | 0.0% | -13.7% |
| 1Y | -40.9% | +14.5% | -55.4% | -45.8% |
| All | -40.9% | +18.3% | -59.3% | -45.8% |
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