-25.9%
SPOT vs MDB
+11.9%
-37.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.6% | -0.8% |
| 7D | -6.9% | -2.8% | -4.1% | -6.5% |
| 30D | +4.1% | -14.9% | +19.0% | +5.9% |
| 3M | +3.7% | +7.3% | -3.6% | +1.3% |
| 6M | -1.6% | +38.2% | -39.8% | -8.9% |
| YTD | -10.2% | -10.9% | +0.8% | -12.5% |
| 1Y | -25.9% | +11.6% | -37.5% | -28.8% |
| All | -25.9% | +11.9% | -37.8% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling