-52.0%
SOUN vs MDB
-8.2%
-43.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.5% | -8.4% | -8.1% |
| 7D | -15.5% | +11.6% | -27.0% | -18.6% |
| 30D | -26.2% | -8.9% | -17.3% | -24.5% |
| 3M | -51.4% | -22.4% | -29.0% | -48.2% |
| 6M | -55.3% | +10.1% | -65.4% | -58.2% |
| YTD | -63.9% | -19.0% | -44.9% | -63.5% |
| 1Y | -72.8% | -7.0% | -65.8% | -73.9% |
| 3Y | +101.1% | -9.8% | +111.0% | +78.3% |
| All | -52.0% | -8.2% | -43.8% | -53.1% |
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