+11.6%
SPY vs MDB
-9.9%
+21.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.3% | +2.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -3.3% | -15.2% | +11.8% | -2.5% |
| 3M | -2.4% | -17.9% | +15.5% | -1.7% |
| 6M | +2.6% | +9.3% | -6.8% | +1.4% |
| YTD | +11.2% | -22.0% | +33.2% | +11.4% |
| All | +11.6% | -9.9% | +21.5% | +11.2% |
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