+2,423.6%
MU vs MDB
+1,017.4%
+1,406.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.2% | +7.0% |
| 7D | +9.0% | -17.4% | +26.4% | +13.3% |
| 30D | +13.8% | -2.0% | +15.8% | +13.3% |
| 3M | +2.1% | -3.0% | +5.1% | +1.2% |
| 6M | +153.8% | +48.7% | +105.1% | +123.0% |
| YTD | +256.4% | -12.1% | +268.5% | +251.0% |
| 1Y | +719.8% | +14.5% | +705.3% | +653.8% |
| 3Y | +1,360.4% | -6.1% | +1,366.5% | +1,206.3% |
| 5Y | +1,312.4% | -27.3% | +1,339.8% | +1,101.2% |
| All | +2,423.6% | +1,017.4% | +1,406.2% | +937.1% |
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