+935.2%
MDB vs UL
+40.3%
+894.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -1.0% | +2.6% | -3.6% | -1.9% |
| 30D | -14.0% | +6.8% | -20.7% | -16.4% |
| 3M | -20.3% | +5.7% | -26.1% | -22.4% |
| 6M | +10.9% | +15.9% | -5.0% | +3.8% |
| YTD | -20.9% | +4.3% | -25.2% | -23.1% |
| 1Y | -11.2% | -0.4% | -10.8% | -12.4% |
| 3Y | -11.9% | +35.0% | -46.9% | -27.6% |
| 5Y | -40.2% | +31.6% | -71.8% | -51.5% |
| All | +935.2% | +40.3% | +894.8% | +644.3% |
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