+66.1%
USB vs MDB
+1,017.4%
-951.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | +1.4% | -17.4% | +18.9% | +2.7% |
| 30D | -1.3% | -2.0% | +0.7% | -1.4% |
| 3M | +15.2% | -3.0% | +18.2% | +14.9% |
| 6M | +18.8% | +48.7% | -29.8% | +14.1% |
| YTD | +21.0% | -12.1% | +33.2% | +20.5% |
| 1Y | +34.0% | +14.5% | +19.5% | +30.4% |
| 3Y | +95.3% | -6.1% | +101.5% | +87.0% |
| 5Y | +40.4% | -27.3% | +67.7% | +30.6% |
| All | +66.1% | +1,017.4% | -951.3% | +16.6% |
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