+61.4%
USB vs MDB
+895.1%
-833.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.1% |
| 7D | +2.4% | -16.5% | +18.9% | +3.7% |
| 30D | +6.6% | -8.6% | +15.2% | +7.1% |
| 3M | -4.1% | -13.6% | +9.5% | -3.7% |
| 6M | +12.5% | +24.1% | -11.6% | +9.2% |
| YTD | +17.6% | -21.8% | +39.4% | +17.7% |
| 1Y | +36.5% | -7.7% | +44.2% | +34.5% |
| 3Y | +95.4% | -4.3% | +99.7% | +86.3% |
| 5Y | +26.1% | -38.6% | +64.8% | +18.4% |
| All | +61.4% | +895.1% | -833.6% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling