+78.7%
SO vs MDB
-41.3%
+120.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.2% |
| 7D | +1.4% | +6.8% | -5.5% | +1.5% |
| 30D | +4.7% | -6.2% | +10.9% | +4.6% |
| 3M | +1.7% | -29.2% | +30.9% | +1.3% |
| 6M | +2.2% | +10.3% | -8.1% | +2.5% |
| YTD | +10.0% | -20.4% | +30.3% | +10.1% |
| 1Y | +6.0% | -4.8% | +10.9% | +6.3% |
| 3Y | +54.1% | -11.6% | +65.7% | +55.1% |
| All | +78.7% | -41.3% | +120.1% | +73.3% |
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