+875.5%
MDB vs IBB
+95.8%
+779.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +0.8% |
| 7D | -11.4% | -1.8% | -9.5% | -9.4% |
| 30D | -13.8% | +5.1% | -18.9% | -18.3% |
| 3M | -15.5% | +10.7% | -26.2% | -25.4% |
| 6M | +17.9% | +22.9% | -5.0% | -9.6% |
| YTD | -25.5% | +26.7% | -52.2% | -45.3% |
| 1Y | -12.1% | +35.1% | -47.2% | -40.7% |
| 3Y | -5.9% | +80.2% | -86.1% | -57.1% |
| 5Y | -43.7% | +37.8% | -81.5% | -62.0% |
| All | +875.5% | +95.8% | +779.7% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling