+1,315.7%
MU vs MDB
-28.4%
+1,344.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.2% | +7.0% |
| 7D | +9.0% | -17.4% | +26.4% | +13.2% |
| 30D | +13.8% | -2.0% | +15.8% | +13.3% |
| 3M | +2.1% | -3.0% | +5.1% | +1.3% |
| 6M | +153.8% | +48.7% | +105.1% | +123.1% |
| YTD | +256.4% | -12.1% | +268.5% | +251.7% |
| 1Y | +719.8% | +14.5% | +705.3% | +654.8% |
| 3Y | +1,360.4% | -6.1% | +1,366.5% | +1,200.8% |
| All | +1,315.7% | -28.4% | +1,344.1% | +1,098.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling