+935.2%
MDB vs IBN
+358.6%
+576.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | -1.0% | +15.8% | -16.8% | -6.1% |
| 30D | -14.0% | +25.1% | -39.0% | -20.8% |
| 3M | -20.3% | +16.0% | -36.3% | -24.7% |
| 6M | +10.9% | +32.8% | -21.9% | -0.7% |
| YTD | -20.9% | +18.0% | -38.9% | -26.0% |
| 1Y | -11.2% | +15.9% | -27.1% | -16.5% |
| 3Y | -11.9% | +57.6% | -69.6% | -26.9% |
| 5Y | -40.2% | +74.7% | -114.9% | -51.9% |
| All | +935.2% | +358.6% | +576.5% | +582.2% |
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