+57.3%
USB vs MDB
+848.0%
-790.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | 0.0% | -11.4% | +11.4% | +0.8% |
| 30D | +5.8% | -13.8% | +19.7% | +6.8% |
| 3M | -6.0% | -15.5% | +9.5% | -5.5% |
| 6M | +7.8% | +17.9% | -10.2% | +5.0% |
| YTD | +14.6% | -25.5% | +40.1% | +15.0% |
| 1Y | +31.8% | -12.1% | +43.9% | +30.3% |
| 3Y | +91.5% | -5.9% | +97.4% | +82.8% |
| 5Y | +22.0% | -43.7% | +65.7% | +15.2% |
| All | +57.3% | +848.0% | -790.7% | +11.3% |
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