-11.2%
MDB vs USFR
+4.1%
-15.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +2.8% |
| 7D | -1.0% | +0.1% | -1.1% | +1.7% |
| 30D | -14.0% | +0.4% | -14.4% | -1.8% |
| 3M | -20.3% | +1.1% | -21.4% | +5.8% |
| 6M | +10.9% | +2.1% | +8.8% | +75.6% |
| YTD | -20.9% | +3.4% | -24.3% | +114.0% |
| 1Y | -11.2% | +4.1% | -15.3% | +279.1% |
| All | -11.2% | +4.1% | -15.3% | +279.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling