-23.5%
MDB vs UUUU
+111.0%
-134.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.3% | +10.6% | +5.9% |
| 7D | -2.8% | -5.0% | +2.3% | -1.6% |
| 30D | -14.9% | -7.8% | -7.1% | -13.5% |
| 3M | +7.3% | -0.4% | +7.8% | +6.3% |
| 6M | +38.2% | -32.9% | +71.1% | +47.6% |
| YTD | -10.9% | -6.3% | -4.7% | -16.0% |
| 1Y | +11.6% | +7.9% | +3.7% | -4.7% |
| 3Y | -0.9% | +85.2% | -86.1% | -40.2% |
| 5Y | -23.5% | +97.0% | -120.5% | -56.1% |
| All | -23.5% | +111.0% | -134.5% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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