-9.9%
MDB vs USAR
+74.0%
-83.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -17.4% | -2.1% | -15.3% | -17.4% |
| 30D | -2.0% | +2.6% | -4.6% | -2.1% |
| 3M | -3.0% | -35.0% | +32.0% | -2.3% |
| 6M | +48.7% | -6.9% | +55.6% | +48.8% |
| YTD | -12.1% | +48.0% | -60.1% | -11.7% |
| 1Y | +14.5% | +24.8% | -10.3% | +15.5% |
| 3Y | -6.1% | +73.2% | -79.4% | -14.6% |
| All | -9.9% | +74.0% | -83.9% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling