+1,049.8%
MDB vs URI
+624.5%
+425.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.7% |
| 7D | -17.4% | -2.0% | -15.5% | -16.8% |
| 30D | -2.0% | -12.9% | +10.9% | +2.9% |
| 3M | -3.0% | -6.7% | +3.7% | -1.5% |
| 6M | +48.7% | +19.0% | +29.7% | +34.0% |
| YTD | -12.1% | +25.5% | -37.7% | -23.1% |
| 1Y | +14.5% | +5.5% | +9.0% | +7.1% |
| 3Y | -6.1% | +111.3% | -117.5% | -34.5% |
| 5Y | -27.3% | +198.6% | -225.9% | -55.6% |
| All | +1,049.8% | +624.5% | +425.3% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling