-18.3%
MDB vs USAR
-19.4%
+1.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.7% |
| 7D | +6.8% | -0.8% | +7.6% | +6.8% |
| 30D | -6.2% | -20.9% | +14.7% | -5.4% |
| 3M | -29.2% | -56.2% | +26.9% | -27.3% |
| 6M | +10.3% | -67.9% | +78.2% | +14.0% |
| YTD | -20.4% | -31.4% | +11.1% | -17.8% |
| 1Y | -4.8% | -45.1% | +40.2% | -2.0% |
| 3Y | -11.6% | -20.3% | +8.7% | -16.4% |
| All | -18.3% | -19.4% | +1.0% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling