+942.1%
MDB vs UL
+40.9%
+901.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +6.8% | +1.1% | +5.7% | +6.4% |
| 30D | -6.2% | +4.5% | -10.7% | -8.1% |
| 3M | -29.2% | +6.5% | -35.7% | -31.2% |
| 6M | +10.3% | +18.2% | -7.9% | +2.5% |
| YTD | -20.4% | +4.7% | -25.1% | -22.7% |
| 1Y | -4.8% | +0.8% | -5.6% | -6.6% |
| 3Y | -11.6% | +35.9% | -47.5% | -27.5% |
| 5Y | -41.0% | +33.4% | -74.5% | -52.5% |
| All | +942.1% | +40.9% | +901.2% | +648.2% |
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