-4.8%
MDB vs TRU
+0.8%
-5.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | -6.2% | +21.3% | -27.5% | -16.0% |
| 3M | -29.2% | +0.2% | -29.5% | -29.7% |
| 6M | +10.3% | +22.4% | -12.1% | -1.5% |
| YTD | -20.4% | -4.8% | -15.5% | -24.8% |
| 1Y | -4.8% | -0.2% | -4.6% | -7.5% |
| All | -4.8% | +0.8% | -5.6% | -7.5% |
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