-13.0%
MDB vs USAR
+74.5%
-87.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | -18.0% | +2.3% | -20.3% | -18.1% |
| 30D | -10.7% | -8.6% | -2.1% | -10.5% |
| 3M | +1.0% | -20.5% | +21.5% | +1.3% |
| 6M | +31.6% | +1.2% | +30.4% | +31.6% |
| YTD | -15.2% | +48.4% | -63.6% | -14.7% |
| 1Y | +10.1% | +30.6% | -20.5% | +11.2% |
| 3Y | -5.6% | +73.6% | -79.3% | -14.1% |
| All | -13.0% | +74.5% | -87.5% | -22.5% |
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