+935.2%
MDB vs URI
+692.7%
+242.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | -1.0% | -6.0% | +5.0% | +1.3% |
| 30D | -14.0% | +4.6% | -18.6% | -15.4% |
| 3M | -20.3% | -2.7% | -17.6% | -19.7% |
| 6M | +10.9% | +18.4% | -7.5% | +2.3% |
| YTD | -20.9% | +37.4% | -58.3% | -33.1% |
| 1Y | -11.2% | +30.4% | -41.6% | -23.4% |
| 3Y | -11.9% | +147.9% | -159.8% | -42.1% |
| 5Y | -40.2% | +202.1% | -242.2% | -64.0% |
| All | +935.2% | +692.7% | +242.5% | +305.9% |
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