-78.0%
SE vs MDB
-41.3%
-36.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.7% |
| 7D | -0.5% | +6.8% | -7.3% | -3.0% |
| 30D | -20.9% | -6.2% | -14.7% | -19.9% |
| 3M | -38.9% | -29.2% | -9.7% | -32.6% |
| 6M | -19.4% | +10.3% | -29.7% | -27.4% |
| YTD | -40.9% | -20.4% | -20.6% | -40.5% |
| 1Y | -46.2% | -4.8% | -41.4% | -50.2% |
| 3Y | +63.7% | -11.6% | +75.3% | +31.8% |
| All | -78.0% | -41.3% | -36.7% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling