+63.9%
SMR vs MDB
-2.3%
+66.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.7% |
| 7D | +4.4% | -17.4% | +21.9% | +10.1% |
| 30D | +3.4% | -2.0% | +5.4% | +3.2% |
| 3M | -19.2% | -3.0% | -16.2% | -19.3% |
| 6M | -22.6% | +48.7% | -71.3% | -33.7% |
| YTD | -31.5% | -12.1% | -19.4% | -31.6% |
| 1Y | -73.1% | +14.5% | -87.6% | -75.3% |
| All | +63.9% | -2.3% | +66.1% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling