+14.5%
MDB vs TRU
-7.3%
+21.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -1.5% |
| 7D | -17.4% | -6.8% | -10.7% | -14.9% |
| 30D | -2.0% | 0.0% | -2.1% | -1.9% |
| 3M | -3.0% | +13.3% | -16.3% | -8.3% |
| 6M | +48.7% | +3.4% | +45.2% | +44.4% |
| YTD | -12.1% | -6.4% | -5.8% | -15.2% |
| 1Y | +14.5% | -9.7% | +24.2% | +8.5% |
| All | +14.5% | -7.3% | +21.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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