-18.9%
MDB vs USAR
-21.7%
+2.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.6% | +11.0% | +1.8% |
| 7D | -1.0% | -9.1% | +8.1% | -0.7% |
| 30D | -14.0% | -36.9% | +23.0% | -12.5% |
| 3M | -20.3% | -58.4% | +38.1% | -18.0% |
| 6M | +10.9% | -70.6% | +81.5% | +14.8% |
| YTD | -20.9% | -33.4% | +12.5% | -18.3% |
| 1Y | -11.2% | -54.0% | +42.8% | -8.6% |
| 3Y | -11.9% | -22.7% | +10.7% | -16.6% |
| All | -18.9% | -21.7% | +2.9% | -25.8% |
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