+855.4%
MU vs MDB
-9.9%
+865.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.5% |
| 7D | -22.0% | -11.4% | -10.6% | -19.7% |
| 30D | -36.6% | -13.8% | -22.7% | -34.2% |
| 3M | -21.7% | -15.5% | -6.3% | -19.7% |
| 6M | +3.5% | +17.9% | -14.4% | -3.9% |
| YTD | +141.9% | -25.5% | +167.4% | +148.8% |
| 1Y | +189.8% | -12.1% | +201.9% | +184.1% |
| 3Y | +855.4% | -5.9% | +861.2% | +741.6% |
| All | +855.4% | -9.9% | +865.3% | +741.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling