+920.8%
MDB vs USFR
+27.5%
+893.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -15.2% | +0.4% | -15.5% | -15.3% |
| 3M | -17.9% | +1.1% | -19.0% | -18.3% |
| 6M | +9.3% | +2.0% | +7.3% | +8.2% |
| YTD | -22.0% | +3.4% | -25.4% | -23.5% |
| 1Y | -9.3% | +4.1% | -13.4% | -11.5% |
| 3Y | -10.4% | +14.3% | -24.7% | -19.7% |
| 5Y | -43.2% | +21.3% | -64.5% | -52.6% |
| All | +920.8% | +27.5% | +893.3% | +663.2% |
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 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