-13.6%
SOUN vs MDB
-3.2%
-10.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | -4.4% | -4.5% | +0.1% | -3.0% |
| 30D | -13.1% | -14.0% | +0.9% | -9.3% |
| 3M | -7.7% | +5.3% | -13.0% | -10.4% |
| 6M | -21.2% | +31.9% | -53.1% | -29.4% |
| YTD | -35.0% | -14.6% | -20.4% | -34.3% |
| 1Y | -56.4% | +8.2% | -64.6% | -59.6% |
| 3Y | +181.7% | -5.0% | +186.8% | +148.9% |
| All | -13.6% | -3.2% | -10.4% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling