-6.4%
MDB vs IBB
+64.8%
-71.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.5% |
| 7D | -17.4% | +1.4% | -18.9% | -18.3% |
| 30D | -2.0% | +10.5% | -12.5% | -8.6% |
| 3M | -3.0% | +23.6% | -26.6% | -16.4% |
| 6M | +48.7% | +22.6% | +26.1% | +27.6% |
| YTD | -12.1% | +25.7% | -37.8% | -25.9% |
| 1Y | +14.5% | +51.4% | -36.9% | -18.0% |
| All | -6.4% | +64.8% | -71.2% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling