-37.5%
U vs MDB
+70.1%
-107.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +4.4% |
| 7D | +4.5% | -18.0% | +22.5% | +14.9% |
| 30D | -0.6% | -10.7% | +10.2% | +3.5% |
| 3M | +48.4% | +1.0% | +47.5% | +43.5% |
| 6M | +115.4% | +31.6% | +83.7% | +75.2% |
| YTD | -3.2% | -15.2% | +12.0% | -2.4% |
| 1Y | -6.0% | +10.1% | -16.2% | -19.3% |
| 3Y | +13.5% | -5.6% | +19.1% | -11.4% |
| 5Y | -68.0% | -24.5% | -43.5% | -75.1% |
| All | -37.5% | +70.1% | -107.5% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling