+1,049.8%
MDB vs USFR
+26.5%
+1,023.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | +0.1% | -17.5% | -17.5% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | -3.0% | +1.0% | -4.0% | -3.6% |
| 6M | +48.7% | +1.9% | +46.7% | +46.9% |
| YTD | -12.1% | +2.6% | -14.8% | -13.6% |
| 1Y | +14.5% | +4.0% | +10.5% | +11.4% |
| 3Y | -6.1% | +14.1% | -20.2% | -16.3% |
| 5Y | -27.3% | +20.4% | -47.7% | -39.2% |
| All | +1,049.8% | +26.5% | +1,023.3% | +762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling