-24.5%
MDB vs TRU
-36.4%
+11.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.2% |
| 7D | -4.5% | -6.5% | +1.9% | -0.1% |
| 30D | -14.0% | -2.5% | -11.5% | -12.4% |
| 3M | +5.3% | +10.4% | -5.0% | -2.7% |
| 6M | +31.9% | +1.6% | +30.2% | +28.6% |
| YTD | -14.6% | -9.7% | -4.9% | -10.5% |
| 1Y | +8.2% | -17.3% | +25.5% | +18.2% |
| 3Y | -5.0% | -1.8% | -3.2% | -13.8% |
| 5Y | -24.5% | -36.2% | +11.7% | +20.2% |
| All | -24.5% | -36.4% | +11.9% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling