+849.8%
MDB vs URI
+648.8%
+201.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.1% | -0.1% | -4.6% |
| 7D | -20.9% | -12.9% | -8.0% | -16.7% |
| 30D | -15.6% | -3.4% | -12.1% | -14.5% |
| 3M | -19.1% | -10.0% | -9.0% | -16.1% |
| 6M | +14.2% | +12.2% | +2.0% | +7.4% |
| YTD | -27.4% | +29.8% | -57.2% | -37.3% |
| 1Y | -13.0% | +24.6% | -37.6% | -23.8% |
| 3Y | -11.2% | +137.6% | -148.8% | -40.7% |
| 5Y | -45.2% | +176.6% | -221.8% | -66.1% |
| All | +849.8% | +648.8% | +201.0% | +280.4% |
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