+78.9%
SPYM vs MDB
-5.6%
+84.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | +0.6% | -18.0% | +18.6% | +2.4% |
| 30D | -0.9% | -10.7% | +9.8% | -0.1% |
| 3M | +3.9% | +1.0% | +2.9% | +3.2% |
| 6M | +14.5% | +31.6% | -17.1% | +10.1% |
| YTD | +13.0% | -15.2% | +28.2% | +13.1% |
| 1Y | +19.4% | +10.1% | +9.3% | +15.7% |
| 3Y | +78.9% | -5.6% | +84.5% | +67.5% |
| All | +78.9% | -5.6% | +84.5% | +67.5% |
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