-45.2%
MDB vs URI
+166.6%
-211.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.1% |
| 7D | -11.4% | -9.8% | -1.6% | -6.3% |
| 30D | -13.8% | +1.7% | -15.6% | -14.6% |
| 3M | -15.5% | -9.1% | -6.4% | -11.5% |
| 6M | +17.9% | +9.9% | +8.1% | +8.5% |
| YTD | -25.5% | +31.2% | -56.7% | -41.6% |
| 1Y | -12.1% | +25.9% | -38.0% | -29.4% |
| 3Y | -5.9% | +147.4% | -153.3% | -58.4% |
| All | -45.2% | +166.6% | -211.8% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling