-10.5%
MDB vs IBB
+91.0%
-101.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +3.0% | -1.4% | +4.3% | +4.0% |
| 30D | -11.3% | +6.8% | -18.1% | -14.6% |
| 3M | -23.0% | +9.2% | -32.2% | -27.4% |
| 6M | +14.8% | +28.3% | -13.6% | -3.4% |
| YTD | -19.4% | +29.4% | -48.8% | -32.8% |
| 1Y | -9.0% | +33.2% | -42.1% | -26.1% |
| All | -10.5% | +91.0% | -101.6% | -48.5% |
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