+3.7%
SO vs MDB
-8.5%
+12.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.8% |
| 7D | +1.7% | -16.5% | +18.3% | +0.7% |
| 30D | +11.1% | -8.6% | +19.7% | +10.6% |
| 3M | +0.7% | -13.6% | +14.3% | +0.4% |
| 6M | -1.4% | +24.1% | -25.4% | +0.5% |
| YTD | +9.4% | -21.8% | +31.2% | +9.8% |
| 1Y | +3.7% | -7.7% | +11.5% | +3.9% |
| All | +3.7% | -8.5% | +12.3% | +3.9% |
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