+1,065.8%
MDB vs IDXX
+210.8%
+855.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.6% |
| 7D | -2.8% | -4.3% | +1.5% | +0.4% |
| 30D | -14.9% | -13.7% | -1.2% | -5.3% |
| 3M | +7.3% | -9.1% | +16.4% | +14.0% |
| 6M | +38.2% | -15.4% | +53.6% | +54.2% |
| YTD | -10.9% | -25.1% | +14.2% | +8.6% |
| 1Y | +11.6% | -20.6% | +32.2% | +27.7% |
| 3Y | -0.9% | +8.7% | -9.7% | -22.0% |
| 5Y | -23.5% | -25.7% | +2.2% | -15.7% |
| All | +1,065.8% | +210.8% | +855.0% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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