-17.4%
SOUN vs MDB
+44.2%
-61.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.8% |
| 7D | -5.2% | -17.4% | +12.2% | +2.8% |
| 30D | +4.8% | -2.0% | +6.8% | +4.0% |
| 3M | -15.9% | -3.0% | -12.8% | -16.1% |
| 6M | -17.4% | +48.7% | -66.1% | -42.3% |
| All | -17.4% | +44.2% | -61.6% | -42.3% |
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