-24.5%
MDB vs IBN
+56.7%
-81.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -1.7% |
| 7D | -18.0% | -2.2% | -15.8% | -16.9% |
| 30D | -10.7% | -2.3% | -8.4% | -9.6% |
| 3M | +1.0% | +15.9% | -14.9% | -10.0% |
| 6M | +31.6% | +5.6% | +26.0% | +24.8% |
| YTD | -15.2% | -0.1% | -15.1% | -16.1% |
| 1Y | +10.1% | -6.5% | +16.7% | +13.6% |
| 3Y | -5.6% | +29.3% | -34.9% | -31.3% |
| 5Y | -24.5% | +56.6% | -81.1% | -57.6% |
| All | -24.5% | +56.7% | -81.3% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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