-24.5%
MDB vs IAG
+766.8%
-791.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.1% |
| 7D | -18.0% | +4.3% | -22.3% | -18.7% |
| 30D | -10.7% | +9.8% | -20.5% | -12.6% |
| 3M | +1.0% | +28.9% | -27.9% | -4.4% |
| 6M | +31.6% | -7.6% | +39.2% | +31.2% |
| YTD | -15.2% | +22.0% | -37.1% | -20.0% |
| 1Y | +10.1% | +99.5% | -89.4% | -6.2% |
| 3Y | -5.6% | +818.3% | -823.9% | -42.4% |
| 5Y | -24.5% | +785.9% | -810.4% | -55.0% |
| All | -24.5% | +766.8% | -791.3% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling