+93.4%
SOFI vs MDB
-2.1%
+95.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -2.0% |
| 7D | -7.0% | -2.8% | -4.3% | -6.3% |
| 30D | -4.3% | -14.9% | +10.6% | -0.3% |
| 3M | +8.4% | +7.3% | +1.1% | +4.4% |
| 6M | -5.9% | +38.2% | -44.1% | -17.6% |
| YTD | -34.3% | -10.9% | -23.3% | -35.1% |
| 1Y | -32.6% | +11.6% | -44.2% | -38.7% |
| All | +93.4% | -2.1% | +95.5% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling