+244.7%
SPY vs MDB
+1,017.4%
-772.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.1% |
| 7D | +0.1% | -17.4% | +17.5% | +2.4% |
| 30D | +0.1% | -2.0% | +2.1% | -0.1% |
| 3M | +2.0% | -3.0% | +5.0% | +1.6% |
| 6M | +13.0% | +48.7% | -35.7% | +5.6% |
| YTD | +13.5% | -12.1% | +25.7% | +12.8% |
| 1Y | +20.0% | +14.5% | +5.5% | +14.4% |
| 3Y | +77.2% | -6.1% | +83.3% | +65.0% |
| 5Y | +81.9% | -27.3% | +109.2% | +62.9% |
| All | +244.7% | +1,017.4% | -772.7% | +102.2% |
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 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