-5.9%
MDB vs UL
+35.9%
-41.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.1% |
| 7D | -11.4% | +1.1% | -12.5% | -11.0% |
| 30D | -13.8% | +8.2% | -22.1% | -12.3% |
| 3M | -15.5% | +4.5% | -20.0% | -14.5% |
| 6M | +17.9% | +12.6% | +5.4% | +21.6% |
| YTD | -25.5% | +3.5% | -29.0% | -23.2% |
| 1Y | -12.1% | -0.4% | -11.7% | -9.7% |
| 3Y | -5.9% | +36.0% | -41.9% | -1.9% |
| All | -5.9% | +35.9% | -41.8% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling