+70.3%
SE vs MDB
-9.9%
+80.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | +2.0% | -11.4% | +13.4% | +4.4% |
| 30D | -20.0% | -13.8% | -6.2% | -18.0% |
| 3M | -31.8% | -15.5% | -16.3% | -30.7% |
| 6M | -15.9% | +17.9% | -33.8% | -21.2% |
| YTD | -40.6% | -25.5% | -15.2% | -39.6% |
| 1Y | -50.7% | -12.1% | -38.6% | -51.4% |
| 3Y | +70.3% | -5.9% | +76.2% | +71.8% |
| All | +70.3% | -9.9% | +80.2% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling