-69.4%
SMR vs MDB
+10.8%
-80.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +13.1% | -4.5% | +17.6% | +14.5% |
| 30D | +17.8% | -14.0% | +31.7% | +22.5% |
| 3M | +8.1% | +5.3% | +2.8% | +4.3% |
| 6M | -11.1% | +31.9% | -43.0% | -22.9% |
| YTD | -23.7% | -14.6% | -9.1% | -22.5% |
| 1Y | -69.4% | +8.2% | -77.7% | -73.9% |
| All | -69.4% | +10.8% | -80.2% | -73.9% |
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 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