+264.0%
SPOT vs MDB
+722.0%
-458.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.0% |
| 7D | -0.9% | -17.4% | +16.5% | +3.9% |
| 30D | +12.5% | -2.0% | +14.5% | +11.9% |
| 3M | +9.9% | -3.0% | +12.9% | +8.7% |
| 6M | +1.6% | +48.7% | -47.1% | -12.5% |
| YTD | -6.6% | -12.1% | +5.5% | -7.9% |
| 1Y | -22.9% | +14.5% | -37.4% | -30.6% |
| 3Y | +244.3% | -6.1% | +250.4% | +197.8% |
| 5Y | +117.8% | -27.3% | +145.1% | +79.2% |
| All | +264.0% | +722.0% | -458.0% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling