+308.8%
SPOT vs MDB
+653.7%
-344.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | 0.0% |
| 7D | -3.0% | +3.0% | -5.9% | -3.8% |
| 30D | +15.2% | -11.3% | +26.5% | +17.6% |
| 3M | +21.6% | -23.0% | +44.6% | +26.8% |
| 6M | +45.2% | +14.8% | +30.4% | +32.6% |
| YTD | +4.9% | -19.4% | +24.3% | +3.7% |
| 1Y | -4.8% | -9.0% | +4.2% | -10.0% |
| 3Y | +256.3% | -10.3% | +266.5% | +206.3% |
| 5Y | +120.2% | -38.4% | +158.6% | +86.6% |
| All | +308.8% | +653.7% | -344.9% | +80.6% |
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