+1,064.7%
MDB vs USHY
+49.7%
+1,014.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.2% |
| 7D | -1.8% | -0.7% | -1.1% | +0.1% |
| 30D | -17.3% | -0.7% | -16.6% | -15.6% |
| 3M | +2.2% | +0.1% | +2.1% | +2.3% |
| 6M | +33.9% | +1.8% | +32.1% | +27.9% |
| YTD | -13.7% | +1.8% | -15.5% | -17.3% |
| 1Y | +9.1% | +3.3% | +5.8% | +0.5% |
| 3Y | -8.1% | +27.0% | -35.1% | -50.3% |
| 5Y | -25.9% | +21.0% | -46.9% | -52.0% |
| All | +1,064.7% | +49.7% | +1,014.9% | +403.1% |
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