-6.4%
MDB vs URA
+114.7%
-121.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -17.4% | +1.1% | -18.5% | -17.7% |
| 30D | -2.0% | +7.4% | -9.4% | -4.3% |
| 3M | -3.0% | -8.4% | +5.4% | -0.7% |
| 6M | +48.7% | -12.7% | +61.4% | +52.2% |
| YTD | -12.1% | +7.8% | -19.9% | -16.0% |
| 1Y | +14.5% | +19.5% | -5.0% | +3.2% |
| All | -6.4% | +114.7% | -121.2% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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