+92.5%
USB vs MDB
-12.3%
+104.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -1.6% |
| 7D | -1.5% | -20.9% | +19.4% | +0.2% |
| 30D | +4.3% | -15.6% | +19.9% | +5.4% |
| 3M | -6.1% | -19.1% | +13.0% | -5.3% |
| 6M | +9.4% | +14.2% | -4.8% | +6.2% |
| YTD | +15.2% | -27.4% | +42.6% | +16.0% |
| 1Y | +32.8% | -13.0% | +45.8% | +31.0% |
| All | +92.5% | -12.3% | +104.8% | +77.5% |
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 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