+935.2%
MDB vs IBB
+99.1%
+836.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.9% |
| 30D | -14.0% | +5.2% | -19.2% | -18.5% |
| 3M | -20.3% | +8.6% | -28.9% | -28.2% |
| 6M | +10.9% | +27.8% | -17.0% | -18.5% |
| YTD | -20.9% | +28.8% | -49.7% | -43.0% |
| 1Y | -11.2% | +36.4% | -47.6% | -40.7% |
| 3Y | -11.9% | +89.3% | -101.3% | -62.3% |
| 5Y | -40.2% | +43.3% | -83.4% | -61.3% |
| All | +935.2% | +99.1% | +836.1% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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