+4,601.6%
SNDK vs MDB
+27.6%
+4,574.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -4.9% |
| 7D | +8.8% | -2.8% | +11.6% | +9.3% |
| 30D | +33.2% | -14.9% | +48.0% | +36.7% |
| 3M | +3.0% | +7.3% | -4.3% | +0.5% |
| 6M | +173.5% | +38.2% | +135.3% | +146.3% |
| YTD | +613.0% | -10.9% | +623.9% | +611.4% |
| 1Y | +2,189.8% | +11.6% | +2,178.1% | +2,032.4% |
| All | +4,601.6% | +27.6% | +4,574.0% | +3,676.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling