+954.3%
MDB vs UL
+38.9%
+915.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.2% |
| 7D | +3.0% | -1.7% | +4.7% | +3.5% |
| 30D | -11.3% | +4.5% | -15.8% | -13.2% |
| 3M | -23.0% | +5.5% | -28.5% | -24.9% |
| 6M | +14.8% | +17.0% | -2.2% | +7.0% |
| YTD | -19.4% | +3.2% | -22.6% | -21.5% |
| 1Y | -9.0% | -1.9% | -7.1% | -9.7% |
| 3Y | -10.3% | +33.6% | -43.8% | -26.0% |
| 5Y | -38.4% | +31.5% | -69.9% | -50.1% |
| All | +954.3% | +38.9% | +915.5% | +660.5% |
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