+254.6%
SPOT vs MDB
-9.5%
+264.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | +14.6% | -14.0% | +28.5% | +16.5% |
| 3M | +18.4% | -20.3% | +38.8% | +20.7% |
| 6M | +45.1% | +10.9% | +34.2% | +37.5% |
| YTD | +4.4% | -20.9% | +25.3% | +4.0% |
| 1Y | -2.7% | -11.2% | +8.5% | -5.5% |
| 3Y | +254.6% | -11.9% | +266.5% | +229.5% |
| All | +254.6% | -9.5% | +264.0% | +229.5% |
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