+1,065.8%
MDB vs USFR
+26.6%
+1,039.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | -14.9% | +0.3% | -15.2% | -15.0% |
| 3M | +7.3% | +1.0% | +6.4% | +6.7% |
| 6M | +38.2% | +1.9% | +36.3% | +36.6% |
| YTD | -10.9% | +2.7% | -13.6% | -12.4% |
| 1Y | +11.6% | +4.0% | +7.6% | +8.6% |
| 3Y | -0.9% | +14.1% | -15.0% | -11.6% |
| 5Y | -23.5% | +20.5% | -44.0% | -36.0% |
| All | +1,065.8% | +26.6% | +1,039.2% | +773.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling