-5.6%
MDB vs USFR
+14.0%
-19.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.3% |
| 7D | -18.0% | +0.1% | -18.1% | -17.8% |
| 30D | -10.7% | +0.3% | -11.1% | -9.6% |
| 3M | +1.0% | +1.0% | 0.0% | +4.6% |
| 6M | +31.6% | +1.9% | +29.7% | +41.1% |
| YTD | -15.2% | +2.7% | -17.8% | -7.0% |
| 1Y | +10.1% | +4.0% | +6.1% | +24.7% |
| 3Y | -5.6% | +14.0% | -19.7% | +36.5% |
| All | -5.6% | +14.0% | -19.7% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling