+7.5%
SMR vs MDB
-6.4%
+13.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | +13.1% | -4.5% | +17.6% | +14.0% |
| 30D | +17.8% | -14.0% | +31.7% | +20.9% |
| 3M | +8.1% | +5.3% | +2.8% | +6.1% |
| 6M | -11.1% | +31.9% | -43.0% | -17.4% |
| YTD | -23.7% | -14.6% | -9.1% | -23.4% |
| 1Y | -69.4% | +8.2% | -77.7% | -70.7% |
| 3Y | +82.6% | -5.0% | +87.6% | +66.7% |
| All | +7.5% | -6.4% | +13.9% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling