+959.5%
MDB vs IAG
+198.1%
+761.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +1.3% |
| 7D | +11.6% | -2.1% | +13.6% | +11.8% |
| 30D | -8.9% | -6.2% | -2.7% | -8.2% |
| 3M | -22.4% | -5.1% | -17.2% | -22.1% |
| 6M | +10.1% | -10.0% | +20.0% | +10.7% |
| YTD | -19.0% | +3.9% | -23.0% | -21.2% |
| 1Y | -7.0% | +18.9% | -25.9% | -11.5% |
| 3Y | -9.8% | +651.8% | -661.6% | -37.6% |
| 5Y | -40.1% | +416.3% | -456.3% | -59.1% |
| All | +959.5% | +198.1% | +761.4% | +644.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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