+875.5%
MDB vs IBN
+345.6%
+529.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.3% |
| 7D | -11.4% | +15.1% | -26.4% | -15.8% |
| 30D | -13.8% | +21.6% | -35.5% | -19.9% |
| 3M | -15.5% | +11.2% | -26.6% | -18.9% |
| 6M | +17.9% | +27.8% | -9.8% | +7.0% |
| YTD | -25.5% | +14.7% | -40.1% | -29.6% |
| 1Y | -12.1% | +14.4% | -26.5% | -17.0% |
| 3Y | -5.9% | +52.1% | -58.0% | -20.9% |
| 5Y | -43.7% | +70.7% | -114.4% | -54.3% |
| All | +875.5% | +345.6% | +529.8% | +549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling