+920.8%
MDB vs UL
+40.6%
+880.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -15.2% | +7.0% | -22.2% | -17.6% |
| 3M | -17.9% | +5.8% | -23.7% | -20.0% |
| 6M | +9.3% | +16.1% | -6.8% | +2.3% |
| YTD | -22.0% | +4.5% | -26.5% | -24.3% |
| 1Y | -9.3% | -1.3% | -8.0% | -10.2% |
| 3Y | -10.4% | +35.0% | -45.3% | -26.3% |
| 5Y | -43.2% | +31.9% | -75.2% | -54.0% |
| All | +920.8% | +40.6% | +880.2% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling