+99.5%
U vs MDB
-9.9%
+109.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.6% |
| 7D | +36.6% | -11.4% | +47.9% | +41.5% |
| 30D | +13.3% | -13.8% | +27.1% | +18.4% |
| 3M | +26.2% | -15.5% | +41.6% | +29.8% |
| 6M | +88.7% | +17.9% | +70.8% | +69.3% |
| YTD | +16.6% | -25.5% | +42.0% | +21.7% |
| 1Y | +29.0% | -12.1% | +41.0% | +26.2% |
| 3Y | +99.5% | -5.9% | +105.4% | +61.7% |
| All | +99.5% | -9.9% | +109.4% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling