+1,529.7%
MU vs MDB
+823.0%
+706.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.2% | -10.2% | -15.8% |
| 7D | -29.7% | -20.9% | -8.9% | -25.6% |
| 30D | -37.2% | -15.6% | -21.7% | -34.5% |
| 3M | -26.5% | -19.1% | -7.4% | -23.8% |
| 6M | +2.6% | +14.2% | -11.7% | -4.1% |
| YTD | +130.1% | -27.4% | +157.6% | +136.1% |
| 1Y | +176.7% | -13.0% | +189.7% | +170.4% |
| 3Y | +813.1% | -11.2% | +824.3% | +726.9% |
| 5Y | +822.0% | -45.2% | +867.1% | +738.2% |
| All | +1,529.7% | +823.0% | +706.7% | +597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling