-79.9%
SMR vs MDB
-7.1%
-72.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | -8.3% | +6.8% | -15.1% | -10.2% |
| 30D | -20.1% | -6.2% | -13.9% | -18.6% |
| 3M | -52.7% | -29.2% | -23.5% | -48.2% |
| 6M | -61.0% | +10.3% | -71.3% | -62.8% |
| YTD | -67.1% | -20.4% | -46.7% | -66.8% |
| 1Y | -79.9% | -4.8% | -75.0% | -80.7% |
| All | -79.9% | -7.1% | -72.7% | -80.7% |
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