-8.3%
SO vs MDB
+44.2%
-52.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -1.0% |
| 7D | -0.2% | -17.4% | +17.3% | -1.5% |
| 30D | -4.6% | -2.0% | -2.6% | -4.4% |
| 3M | -3.0% | -3.0% | 0.0% | -2.8% |
| 6M | -8.3% | +48.7% | -56.9% | -4.5% |
| All | -8.3% | +44.2% | -52.4% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling