+942.1%
MDB vs USFR
+27.6%
+914.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.8% | +0.1% | +6.8% | +6.8% |
| 30D | -6.2% | +0.4% | -6.6% | -6.3% |
| 3M | -29.2% | +1.1% | -30.3% | -29.5% |
| 6M | +10.3% | +2.0% | +8.3% | +9.2% |
| YTD | -20.4% | +3.5% | -23.8% | -21.9% |
| 1Y | -4.8% | +4.1% | -8.9% | -7.1% |
| 3Y | -11.6% | +14.4% | -25.9% | -20.7% |
| 5Y | -41.0% | +21.4% | -62.5% | -50.8% |
| All | +942.1% | +27.6% | +914.5% | +679.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling