+250.1%
SPOT vs MDB
+733.4%
-483.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.6% | -1.4% |
| 7D | -6.9% | -2.8% | -4.1% | -6.2% |
| 30D | +4.1% | -14.9% | +19.0% | +7.8% |
| 3M | +3.7% | +7.3% | -3.6% | -0.2% |
| 6M | -1.6% | +38.2% | -39.8% | -13.5% |
| YTD | -10.2% | -10.9% | +0.8% | -11.8% |
| 1Y | -25.9% | +11.6% | -37.5% | -32.7% |
| 3Y | +235.6% | -0.9% | +236.5% | +185.4% |
| 5Y | +110.6% | -23.5% | +134.1% | +70.9% |
| All | +250.1% | +733.4% | -483.3% | +53.6% |
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