-17.0%
MDB vs USAR
-20.3%
+3.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | +11.6% | +8.8% | +2.8% | +11.1% |
| 30D | -8.9% | -28.5% | +19.5% | -7.8% |
| 3M | -22.4% | -56.2% | +33.8% | -20.2% |
| 6M | +10.1% | -68.4% | +78.5% | +13.8% |
| YTD | -19.0% | -32.2% | +13.1% | -16.4% |
| 1Y | -7.0% | -52.3% | +45.3% | -4.3% |
| 3Y | -9.8% | -21.2% | +11.3% | -14.7% |
| All | -17.0% | -20.3% | +3.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling