-10.4%
MDB vs IAG
+755.2%
-765.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.1% | +3.6% |
| 7D | -0.9% | +24.0% | -24.9% | -4.7% |
| 30D | -15.2% | +5.5% | -20.7% | -16.1% |
| 3M | -17.9% | +8.3% | -26.2% | -19.4% |
| 6M | +9.3% | +6.1% | +3.2% | +7.0% |
| YTD | -22.0% | +20.3% | -42.3% | -25.7% |
| 1Y | -9.3% | +56.5% | -65.8% | -17.8% |
| 3Y | -10.4% | +762.6% | -773.0% | -40.8% |
| All | -10.4% | +755.2% | -765.6% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling