-24.7%
MDB vs UL
+23.5%
-48.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | -1.3% | -16.1% | -17.3% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | -3.0% | +17.6% | -20.6% | -5.8% |
| 6M | +48.7% | -5.4% | +54.0% | +50.9% |
| YTD | -12.1% | +0.7% | -12.8% | -12.0% |
| 1Y | +14.5% | -9.3% | +23.8% | +17.8% |
| 3Y | -6.1% | +24.5% | -30.7% | -16.1% |
| All | -24.7% | +23.5% | -48.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling