-40.1%
MDB vs USHY
+19.8%
-59.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +2.0% |
| 7D | +11.6% | -0.3% | +11.9% | +12.9% |
| 30D | -8.9% | +0.3% | -9.2% | -9.6% |
| 3M | -22.4% | -1.7% | -20.7% | -16.5% |
| 6M | +10.1% | -0.4% | +10.5% | +12.8% |
| YTD | -19.0% | +0.7% | -19.8% | -20.1% |
| 1Y | -7.0% | +1.8% | -8.8% | -11.7% |
| 3Y | -9.8% | +25.3% | -35.2% | -59.5% |
| 5Y | -40.1% | +19.9% | -59.9% | -52.6% |
| All | -40.1% | +19.8% | -59.8% | -52.6% |
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