-10.4%
MDB vs URI
+161.0%
-171.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.9% | -2.2% | +2.3% |
| 7D | -0.9% | -4.0% | +3.1% | +0.4% |
| 30D | -15.2% | +6.8% | -22.0% | -16.9% |
| 3M | -17.9% | -2.8% | -15.1% | -17.4% |
| 6M | +9.3% | +20.9% | -11.5% | +0.6% |
| YTD | -22.0% | +40.2% | -62.2% | -34.7% |
| 1Y | -9.3% | +34.1% | -43.4% | -22.3% |
| 3Y | -10.4% | +164.1% | -174.5% | -46.5% |
| All | -10.4% | +161.0% | -171.4% | -46.5% |
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