-81.6%
SMR vs MDB
-8.6%
-73.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.5% | -4.5% |
| 7D | -2.8% | -1.0% | -1.8% | -2.2% |
| 30D | -27.5% | -14.0% | -13.5% | -24.0% |
| 3M | -43.1% | -20.3% | -22.8% | -39.7% |
| 6M | -58.4% | +10.9% | -69.3% | -60.6% |
| YTD | -63.2% | -20.9% | -42.3% | -62.5% |
| 1Y | -81.6% | -11.2% | -70.4% | -82.2% |
| All | -81.6% | -8.6% | -73.0% | -82.2% |
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