+942.1%
MDB vs URI
+708.2%
+233.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.2% |
| 7D | +6.8% | +6.7% | +0.1% | +4.3% |
| 30D | -6.2% | +8.9% | -15.1% | -9.1% |
| 3M | -29.2% | +0.5% | -29.8% | -29.6% |
| 6M | +10.3% | +20.7% | -10.4% | +1.0% |
| YTD | -20.4% | +40.0% | -60.4% | -33.2% |
| 1Y | -4.8% | +34.4% | -39.2% | -18.9% |
| 3Y | -11.6% | +149.5% | -161.1% | -42.0% |
| 5Y | -41.0% | +205.6% | -246.6% | -64.8% |
| All | +942.1% | +708.2% | +233.9% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling