+1,017.5%
MDB vs IAG
+257.2%
+760.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.3% |
| 7D | -4.5% | +1.7% | -6.2% | -4.8% |
| 30D | -14.0% | +11.4% | -25.4% | -15.7% |
| 3M | +5.3% | +33.0% | -27.7% | +0.1% |
| 6M | +31.9% | -6.0% | +37.9% | +31.1% |
| YTD | -14.6% | +24.6% | -39.2% | -19.0% |
| 1Y | +8.2% | +105.0% | -96.7% | -5.7% |
| 3Y | -5.0% | +837.9% | -842.9% | -36.6% |
| 5Y | -24.5% | +817.0% | -841.5% | -52.1% |
| All | +1,017.5% | +257.2% | +760.3% | +665.0% |
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