-11.2%
MDB vs USAR
-55.1%
+43.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.6% | +11.0% | +3.0% |
| 7D | -1.0% | -9.1% | +8.1% | +0.4% |
| 30D | -14.0% | -36.9% | +23.0% | -7.8% |
| 3M | -20.3% | -58.4% | +38.1% | -9.7% |
| 6M | +10.9% | -70.6% | +81.5% | +30.4% |
| YTD | -20.9% | -33.4% | +12.5% | -15.4% |
| 1Y | -11.2% | -54.0% | +42.8% | -1.7% |
| All | -11.2% | -55.1% | +43.9% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling