-10.5%
MDB vs URA
+43.1%
-53.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.3% |
| 7D | +3.0% | +2.9% | +0.1% | +2.0% |
| 30D | -11.3% | -10.8% | -0.5% | -7.7% |
| 3M | -23.0% | -25.5% | +2.5% | -15.5% |
| 6M | +14.8% | -41.2% | +56.0% | +35.0% |
| YTD | -19.4% | -21.3% | +1.8% | -14.9% |
| 1Y | -9.0% | -25.7% | +16.7% | -2.3% |
| All | -10.5% | +43.1% | -53.6% | -29.8% |
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