+1,017.5%
MDB vs UL
+31.9%
+985.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.3% |
| 7D | -4.5% | -3.2% | -1.3% | -3.4% |
| 30D | -14.0% | -0.6% | -13.4% | -13.9% |
| 3M | +5.3% | +9.4% | -4.1% | +1.5% |
| 6M | +31.9% | -4.1% | +36.0% | +33.1% |
| YTD | -14.6% | -2.0% | -12.6% | -14.8% |
| 1Y | +8.2% | -9.0% | +17.2% | +10.8% |
| 3Y | -5.0% | +21.8% | -26.8% | -18.1% |
| 5Y | -24.5% | +20.6% | -45.1% | -36.3% |
| All | +1,017.5% | +31.9% | +985.6% | +725.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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