+1,049.8%
MDB vs IBN
+298.4%
+751.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -17.4% | +1.4% | -18.8% | -17.9% |
| 30D | -2.0% | -0.3% | -1.7% | -2.1% |
| 3M | -3.0% | +17.1% | -20.1% | -8.8% |
| 6M | +48.7% | +3.4% | +45.3% | +45.8% |
| YTD | -12.1% | +2.5% | -14.7% | -13.4% |
| 1Y | +14.5% | -4.2% | +18.7% | +15.2% |
| 3Y | -6.1% | +32.4% | -38.5% | -16.9% |
| 5Y | -27.3% | +59.2% | -86.5% | -39.0% |
| All | +1,049.8% | +298.4% | +751.4% | +698.5% |
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