+66.7%
SNXX vs MDB
-21.8%
+88.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.1% | -13.7% | -15.2% |
| 7D | -47.8% | -16.5% | -31.3% | -44.8% |
| 30D | -66.0% | -8.6% | -57.4% | -64.4% |
| 3M | -57.5% | -13.6% | -43.9% | -54.9% |
| 6M | -66.7% | +24.1% | -90.8% | -67.3% |
| All | +66.7% | -21.8% | +88.5% | +60.2% |
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