+959.5%
MDB vs TRU
+67.5%
+892.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | +11.6% | -2.2% | +13.7% | +13.1% |
| 30D | -8.9% | +20.2% | -29.1% | -20.6% |
| 3M | -22.4% | +2.2% | -24.6% | -24.9% |
| 6M | +10.1% | +17.6% | -7.5% | -3.7% |
| YTD | -19.0% | -5.0% | -14.1% | -19.5% |
| 1Y | -7.0% | -1.0% | -6.0% | -10.6% |
| 3Y | -9.8% | +56.5% | -66.3% | -40.9% |
| 5Y | -40.1% | -26.2% | -13.8% | -33.8% |
| All | +959.5% | +67.5% | +892.0% | +632.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling