-24.5%
MDB vs USHY
+21.5%
-46.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.4% |
| 7D | -4.5% | -0.1% | -4.4% | -4.0% |
| 30D | -14.0% | 0.0% | -13.9% | -13.7% |
| 3M | +5.3% | +0.8% | +4.5% | +2.4% |
| 6M | +31.9% | +1.9% | +30.0% | +23.2% |
| YTD | -14.6% | +2.3% | -16.9% | -21.0% |
| 1Y | +8.2% | +4.1% | +4.1% | -6.4% |
| 3Y | -5.0% | +27.8% | -32.8% | -60.7% |
| 5Y | -24.5% | +21.5% | -46.0% | -41.4% |
| All | -24.5% | +21.5% | -46.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling