+589.4%
SE vs MDB
+1,005.0%
-415.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.7% |
| 7D | -6.1% | -17.4% | +11.3% | +0.4% |
| 30D | -2.5% | -2.0% | -0.4% | -2.9% |
| 3M | +21.7% | -3.0% | +24.7% | +20.8% |
| 6M | +27.0% | +48.7% | -21.7% | +4.2% |
| YTD | -12.1% | -12.1% | 0.0% | -12.3% |
| 1Y | -40.9% | +14.5% | -55.4% | -47.6% |
| 3Y | +191.0% | -6.1% | +197.1% | +136.8% |
| 5Y | -68.3% | -27.3% | -40.9% | -74.6% |
| All | +589.4% | +1,005.0% | -415.6% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling