-6.0%
U vs MDB
+9.1%
-15.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.8% |
| 7D | +4.5% | -18.0% | +22.5% | +11.2% |
| 30D | -0.6% | -10.7% | +10.2% | +2.0% |
| 3M | +48.4% | +1.0% | +47.5% | +44.6% |
| 6M | +115.4% | +31.6% | +83.7% | +87.2% |
| YTD | -3.2% | -15.2% | +12.0% | 0.0% |
| 1Y | -6.0% | +10.1% | -16.2% | -13.1% |
| All | -6.0% | +9.1% | -15.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling