-40.5%
MDB vs URA
+25.6%
-66.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.8% |
| 7D | +6.8% | -1.5% | +8.4% | +7.6% |
| 30D | -6.2% | -10.4% | +4.2% | -0.3% |
| 3M | -29.2% | -29.6% | +0.4% | -15.3% |
| 6M | +10.3% | -40.3% | +50.6% | +42.3% |
| YTD | -20.4% | -25.5% | +5.1% | -12.5% |
| 1Y | -4.8% | -26.4% | +21.6% | +4.5% |
| 3Y | -11.6% | +31.4% | -43.0% | -43.1% |
| All | -40.5% | +25.6% | -66.1% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling