+875.5%
MDB vs URA
+229.7%
+645.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +0.5% |
| 7D | -11.4% | -4.1% | -7.2% | -9.4% |
| 30D | -13.8% | -19.0% | +5.2% | -4.0% |
| 3M | -15.5% | -25.1% | +9.7% | -2.6% |
| 6M | +17.9% | -44.5% | +62.4% | +55.0% |
| YTD | -25.5% | -24.3% | -1.1% | -18.4% |
| 1Y | -12.1% | -28.1% | +16.0% | -1.7% |
| 3Y | -5.9% | +40.7% | -46.5% | -34.5% |
| 5Y | -43.7% | +35.5% | -79.2% | -60.9% |
| All | +875.5% | +229.7% | +645.8% | +278.4% |
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 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