+237.7%
SPY vs MDB
+892.0%
-654.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.3% | +1.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -3.3% | -15.2% | +11.8% | -1.5% |
| 3M | -2.4% | -17.9% | +15.5% | -0.9% |
| 6M | +2.6% | +9.3% | -6.8% | -0.6% |
| YTD | +11.2% | -22.0% | +33.2% | +11.5% |
| 1Y | +13.4% | -9.3% | +22.7% | +10.9% |
| 3Y | +79.9% | -10.4% | +90.3% | +67.7% |
| 5Y | +72.2% | -43.2% | +115.4% | +58.7% |
| All | +237.7% | +892.0% | -654.3% | +99.9% |
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