+974.6%
MDB vs USHY
+48.0%
+926.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.3% |
| 7D | +6.8% | -0.4% | +7.3% | +8.1% |
| 30D | -6.2% | +0.6% | -6.8% | -7.6% |
| 3M | -29.2% | -2.0% | -27.2% | -24.6% |
| 6M | +10.3% | -0.5% | +10.8% | +12.9% |
| YTD | -20.4% | +0.6% | -21.0% | -20.8% |
| 1Y | -4.8% | +2.1% | -7.0% | -9.1% |
| 3Y | -11.6% | +25.3% | -36.9% | -50.2% |
| 5Y | -41.0% | +19.7% | -60.8% | -60.5% |
| All | +974.6% | +48.0% | +926.6% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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