+231.7%
SPOT vs MDB
-6.2%
+237.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.2% |
| 7D | -6.5% | -4.5% | -2.0% | -5.7% |
| 30D | +2.2% | -14.0% | +16.2% | +4.3% |
| 3M | +5.4% | +5.3% | +0.1% | +3.1% |
| 6M | -4.0% | +31.9% | -35.9% | -11.3% |
| YTD | -9.9% | -14.6% | +4.7% | -10.2% |
| 1Y | -27.3% | +8.2% | -35.5% | -31.3% |
| All | +231.7% | -6.2% | +237.9% | +209.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling