+1,049.8%
MDB vs URA
+369.5%
+680.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | -17.4% | +1.1% | -18.5% | -17.9% |
| 30D | -2.0% | +7.4% | -9.4% | -5.7% |
| 3M | -3.0% | -8.4% | +5.4% | +0.4% |
| 6M | +48.7% | -12.7% | +61.4% | +53.7% |
| YTD | -12.1% | +7.8% | -19.9% | -19.4% |
| 1Y | +14.5% | +19.5% | -5.0% | -3.6% |
| 3Y | -6.1% | +116.4% | -122.6% | -48.2% |
| 5Y | -27.3% | +134.3% | -161.6% | -62.0% |
| All | +1,049.8% | +369.5% | +680.2% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling