+1,010.1%
MDB vs IJH
+137.0%
+873.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -2.7% |
| 7D | -18.0% | +1.0% | -19.0% | -19.1% |
| 30D | -10.7% | -3.1% | -7.6% | -7.4% |
| 3M | +1.0% | +1.9% | -1.0% | -1.6% |
| 6M | +31.6% | +11.0% | +20.6% | +15.4% |
| YTD | -15.2% | +14.7% | -29.9% | -28.1% |
| 1Y | +10.1% | +15.6% | -5.5% | -7.8% |
| 3Y | -5.6% | +52.5% | -58.2% | -41.6% |
| 5Y | -24.5% | +49.1% | -73.6% | -48.4% |
| All | +1,010.1% | +137.0% | +873.1% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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