-12.4%
SOUN vs MDB
-3.8%
-8.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +0.9% | -1.4% |
| 7D | -4.1% | -18.0% | +13.9% | +2.0% |
| 30D | -18.1% | -10.7% | -7.3% | -15.6% |
| 3M | -12.3% | +1.0% | -13.3% | -13.6% |
| 6M | -18.6% | +31.6% | -50.2% | -27.0% |
| YTD | -34.1% | -15.2% | -18.9% | -33.2% |
| 1Y | -57.0% | +10.1% | -67.1% | -60.4% |
| 3Y | +185.7% | -5.6% | +191.3% | +152.9% |
| All | -12.4% | -3.8% | -8.6% | -14.4% |
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