-5.6%
MDB vs TRU
-1.9%
-3.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.1% |
| 7D | -18.0% | -7.2% | -10.8% | -14.9% |
| 30D | -10.7% | -2.8% | -7.9% | -9.4% |
| 3M | +1.0% | +13.0% | -12.0% | -5.3% |
| 6M | +31.6% | +0.7% | +30.9% | +30.3% |
| YTD | -15.2% | -9.0% | -6.2% | -12.6% |
| 1Y | +10.1% | -16.3% | +26.4% | +16.7% |
| 3Y | -5.6% | -1.1% | -4.6% | +2.1% |
| All | -5.6% | -1.9% | -3.8% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling