+248.0%
SPYM vs MDB
+1,017.4%
-769.4%
-33.9%
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% | +0.2% |
| 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% | +1.7% |
| 6M | +13.1% | +48.7% | -35.6% | +5.6% |
| YTD | +13.6% | -12.1% | +25.8% | +12.9% |
| 1Y | +20.1% | +14.5% | +5.6% | +14.5% |
| 3Y | +77.6% | -6.1% | +83.7% | +65.3% |
| 5Y | +82.5% | -27.3% | +109.9% | +63.4% |
| All | +248.0% | +1,017.4% | -769.4% | +102.7% |
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