-5.9%
MDB vs URI
+138.8%
-144.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -11.4% | -9.8% | -1.6% | -8.3% |
| 30D | -13.8% | +1.7% | -15.6% | -14.2% |
| 3M | -15.5% | -9.1% | -6.4% | -13.0% |
| 6M | +17.9% | +9.9% | +8.1% | +12.1% |
| YTD | -25.5% | +31.2% | -56.7% | -36.2% |
| 1Y | -12.1% | +25.9% | -38.0% | -23.2% |
| 3Y | -5.9% | +147.4% | -153.3% | -42.8% |
| All | -5.9% | +138.8% | -144.6% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling